+146.1%
EWT vs APTV
-69.7%
+215.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +4.8% | -7.9% | +12.7% | +6.9% |
| 3M | +11.1% | -29.9% | +41.1% | +20.9% |
| 6M | +54.6% | -36.6% | +91.2% | +71.5% |
| YTD | +71.4% | -40.0% | +111.4% | +92.1% |
| 1Y | +82.1% | -44.0% | +126.1% | +107.6% |
| 3Y | +193.2% | -54.5% | +247.8% | +242.2% |
| 5Y | +146.1% | -68.8% | +214.9% | +202.1% |
| All | +146.1% | -69.7% | +215.7% | +202.1% |
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