+363.5%
SE vs APTV
-52.0%
+415.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | -1.7% | +1.3% | +0.3% |
| 30D | -20.9% | -11.6% | -9.3% | -16.6% |
| 3M | -38.9% | -21.2% | -17.7% | -32.3% |
| 6M | -19.4% | -28.5% | +9.1% | -9.7% |
| YTD | -40.9% | -49.1% | +8.1% | -23.3% |
| 1Y | -46.2% | -52.2% | +6.0% | -28.2% |
| 3Y | +63.7% | -48.6% | +112.3% | +97.2% |
| 5Y | -77.9% | -77.3% | -0.6% | -61.3% |
| All | +363.5% | -52.0% | +415.4% | +493.4% |
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