+355.0%
SE vs APTV
-51.1%
+406.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -7.7% | -8.9% | +1.2% | -3.8% |
| 30D | -22.8% | -9.5% | -13.3% | -19.4% |
| 3M | -43.7% | -20.6% | -23.2% | -37.9% |
| 6M | -12.8% | -28.9% | +16.1% | -2.1% |
| YTD | -42.0% | -48.2% | +6.2% | -25.3% |
| 1Y | -48.0% | -51.7% | +3.7% | -30.9% |
| 3Y | +62.7% | -48.1% | +110.8% | +95.1% |
| 5Y | -77.8% | -76.7% | -1.1% | -61.5% |
| All | +355.0% | -51.1% | +406.2% | +478.3% |
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