+636.3%
ELV vs APTV
+180.9%
+455.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | -0.4% |
| 7D | -0.3% | +2.0% | -2.2% | -0.7% |
| 30D | +2.0% | -7.7% | +9.7% | +3.6% |
| 3M | -3.5% | -34.0% | +30.5% | +4.9% |
| 6M | +40.2% | -37.1% | +77.3% | +52.5% |
| YTD | +15.8% | -39.9% | +55.7% | +26.9% |
| 1Y | +33.2% | -44.4% | +77.6% | +48.5% |
| 3Y | -6.2% | -54.5% | +48.3% | +6.3% |
| 5Y | +16.4% | -69.1% | +85.5% | +40.2% |
| 10Y | +259.8% | -20.0% | +279.8% | +197.5% |
| All | +636.3% | +180.9% | +455.4% | +264.2% |
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