+153.4%
EXE vs APTV
-74.1%
+227.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.3% | -1.7% | +7.1% | +5.6% |
| 30D | -2.2% | -11.6% | +9.4% | -0.2% |
| 3M | -5.9% | -21.2% | +15.3% | -2.2% |
| 6M | -5.7% | -28.5% | +22.8% | -1.5% |
| YTD | -17.8% | -49.1% | +31.2% | -9.0% |
| 1Y | -23.1% | -52.2% | +29.1% | -13.7% |
| 3Y | +21.2% | -48.6% | +69.8% | +29.8% |
| 5Y | +78.8% | -77.3% | +156.1% | +136.2% |
| All | +153.4% | -74.1% | +227.5% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling