+127.7%
EXPE vs APTV
-27.4%
+155.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | -1.7% | +1.3% | +0.4% |
| 30D | -6.1% | -11.6% | +5.5% | +0.3% |
| 3M | -21.3% | -21.2% | -0.1% | -11.6% |
| 6M | +19.0% | -28.5% | +47.5% | +34.8% |
| YTD | -8.4% | -49.1% | +40.7% | +22.0% |
| 1Y | -2.8% | -52.2% | +49.4% | +33.9% |
| 3Y | +120.8% | -48.6% | +169.4% | +176.1% |
| 5Y | +46.2% | -77.3% | +123.5% | +173.5% |
| All | +127.7% | -27.4% | +155.0% | +152.2% |
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 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