+212.3%
IEFA vs APTV
+84.7%
+127.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -1.1% | -10.6% | +9.5% | +1.8% |
| 3M | +5.1% | -35.0% | +40.1% | +16.8% |
| 6M | +9.3% | -38.9% | +48.2% | +22.4% |
| YTD | +13.0% | -41.5% | +54.5% | +27.5% |
| 1Y | +19.2% | -45.8% | +65.0% | +37.0% |
| 3Y | +67.0% | -55.7% | +122.7% | +96.2% |
| 5Y | +51.1% | -70.1% | +121.2% | +92.1% |
| 10Y | +146.5% | -19.1% | +165.6% | +109.5% |
| All | +212.3% | +84.7% | +127.6% | +106.7% |
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