+239.1%
EFA vs APTV
+173.4%
+65.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -1.3% | -10.6% | +9.3% | +1.6% |
| 3M | +5.2% | -35.0% | +40.2% | +17.2% |
| 6M | +9.4% | -38.9% | +48.3% | +22.7% |
| YTD | +12.7% | -41.5% | +54.2% | +27.5% |
| 1Y | +19.3% | -45.8% | +65.1% | +37.5% |
| 3Y | +66.3% | -55.7% | +122.0% | +96.1% |
| 5Y | +53.4% | -70.1% | +123.5% | +95.9% |
| 10Y | +144.4% | -19.1% | +163.5% | +104.5% |
| All | +239.1% | +173.4% | +65.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling