+125.6%
EW vs APTV
-21.3%
+146.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.1% |
| 7D | -5.1% | -1.2% | -4.0% | -4.9% |
| 30D | -6.4% | -10.6% | +4.3% | -4.2% |
| 3M | -1.6% | -35.0% | +33.4% | +7.0% |
| 6M | +2.3% | -38.9% | +41.2% | +11.8% |
| YTD | +1.1% | -41.5% | +42.6% | +11.1% |
| 1Y | +8.0% | -45.8% | +53.8% | +20.5% |
| 3Y | +16.3% | -55.7% | +72.1% | +32.0% |
| 5Y | -29.4% | -70.1% | +40.7% | -14.2% |
| 10Y | +125.6% | -19.1% | +144.7% | +129.7% |
| All | +125.6% | -21.3% | +146.9% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling