+160.8%
EXC vs APTV
-21.3%
+182.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | -0.9% | -10.6% | +9.8% | +0.7% |
| 3M | -2.7% | -35.0% | +32.3% | +3.3% |
| 6M | -9.4% | -38.9% | +29.5% | -3.4% |
| YTD | +3.0% | -41.5% | +44.5% | +10.2% |
| 1Y | +5.1% | -45.8% | +51.0% | +13.7% |
| 3Y | +20.6% | -55.7% | +76.3% | +32.6% |
| 5Y | +45.7% | -70.1% | +115.8% | +68.6% |
| 10Y | +160.8% | -19.1% | +179.9% | +133.4% |
| All | +160.8% | -21.3% | +182.1% | +133.4% |
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