+101.4%
EXE vs APTV
-69.9%
+171.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | -2.7% | -1.2% | -1.6% | -2.6% |
| 30D | -0.4% | -10.6% | +10.3% | +1.4% |
| 3M | +9.5% | -35.0% | +44.5% | +17.0% |
| 6M | -9.3% | -38.9% | +29.6% | -2.5% |
| YTD | -10.9% | -41.5% | +30.6% | -4.0% |
| 1Y | +4.3% | -45.8% | +50.1% | +14.0% |
| 3Y | +18.8% | -55.7% | +74.5% | +33.6% |
| 5Y | +101.4% | -70.1% | +171.5% | +134.0% |
| All | +101.4% | -69.9% | +171.3% | +134.0% |
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