+20.3%
EXE vs APTV
-56.4%
+76.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.4% |
| 7D | -2.7% | -1.2% | -1.6% | -2.7% |
| 30D | -0.4% | -10.6% | +10.3% | +0.4% |
| 3M | +9.5% | -35.0% | +44.5% | +12.9% |
| 6M | -9.3% | -38.9% | +29.6% | -6.0% |
| YTD | -10.9% | -41.5% | +30.6% | -7.6% |
| 1Y | +4.3% | -45.8% | +50.1% | +9.1% |
| All | +20.3% | -56.4% | +76.7% | +28.1% |
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 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