+21.2%
EXE vs APTV
-48.7%
+69.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +5.3% | -1.7% | +7.1% | +5.5% |
| 30D | -2.2% | -11.6% | +9.4% | -1.4% |
| 3M | -5.9% | -21.2% | +15.3% | -4.3% |
| 6M | -5.7% | -28.5% | +22.8% | -4.1% |
| YTD | -17.8% | -49.1% | +31.2% | -14.0% |
| 1Y | -23.1% | -52.2% | +29.1% | -18.8% |
| 3Y | +21.2% | -48.6% | +69.8% | +19.2% |
| All | +21.2% | -48.7% | +69.9% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling