+91.1%
EXPE vs APTV
-69.4%
+160.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.6% | -3.3% | -5.8% |
| 7D | -9.8% | +2.0% | -11.7% | -10.5% |
| 30D | -11.5% | -7.7% | -3.8% | -8.4% |
| 3M | +21.7% | -34.0% | +55.7% | +44.7% |
| 6M | +10.4% | -37.1% | +47.5% | +32.0% |
| YTD | -2.5% | -39.9% | +37.4% | +18.8% |
| 1Y | +27.3% | -44.4% | +71.8% | +61.7% |
| 3Y | +153.5% | -54.5% | +208.0% | +241.1% |
| 5Y | +91.1% | -69.1% | +160.2% | +197.9% |
| All | +91.1% | -69.4% | +160.5% | +197.9% |
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