+196.7%
EXC vs APTV
-27.4%
+224.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | +8.6% | -11.6% | +20.2% | +10.5% |
| 3M | +2.4% | -21.2% | +23.6% | +5.8% |
| 6M | +6.5% | -28.5% | +35.0% | +10.6% |
| YTD | +9.0% | -49.1% | +58.1% | +18.9% |
| 1Y | +4.6% | -52.2% | +56.8% | +15.1% |
| 3Y | +33.5% | -48.6% | +82.1% | +41.5% |
| 5Y | +41.4% | -77.3% | +118.7% | +72.2% |
| All | +196.7% | -27.4% | +224.1% | +180.8% |
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