+190.4%
ETN vs APTV
-69.3%
+259.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -5.0% | +8.6% | +5.1% |
| 30D | -7.5% | -6.1% | -1.5% | -5.8% |
| 3M | +8.3% | -33.0% | +41.3% | +22.0% |
| 6M | +20.2% | -35.2% | +55.4% | +35.7% |
| YTD | +34.7% | -40.1% | +74.8% | +55.2% |
| 1Y | +19.4% | -45.6% | +65.1% | +41.9% |
| 3Y | +85.5% | -54.4% | +139.9% | +125.1% |
| All | +190.4% | -69.3% | +259.7% | +294.5% |
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