+18.9%
ELV vs APTV
-70.4%
+89.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -0.2% | -10.6% | +10.4% | +0.7% |
| 3M | -6.1% | -35.0% | +28.9% | -2.7% |
| 6M | +42.8% | -38.9% | +81.7% | +48.4% |
| YTD | +14.4% | -41.5% | +55.9% | +19.3% |
| 1Y | +28.6% | -45.8% | +74.4% | +35.1% |
| 3Y | -7.4% | -55.7% | +48.3% | -1.5% |
| All | +18.9% | -70.4% | +89.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling