+141.9%
EWJ vs APTV
-16.1%
+158.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.3% | -5.0% | +5.3% | +1.3% |
| 30D | +0.8% | -6.1% | +6.9% | +2.0% |
| 3M | +7.5% | -33.0% | +40.5% | +16.1% |
| 6M | +15.6% | -35.2% | +50.8% | +24.9% |
| YTD | +22.7% | -40.1% | +62.9% | +34.5% |
| 1Y | +26.4% | -45.6% | +72.0% | +41.1% |
| 3Y | +72.5% | -54.4% | +126.9% | +94.5% |
| 5Y | +52.4% | -68.9% | +121.4% | +81.2% |
| All | +141.9% | -16.1% | +158.0% | +134.3% |
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