-67.0%
SE vs APTV
-69.4%
+2.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +3.7% |
| 7D | +0.6% | +2.0% | -1.4% | -0.7% |
| 30D | -0.1% | -7.7% | +7.6% | +4.1% |
| 3M | +34.1% | -34.0% | +68.1% | +65.7% |
| 6M | +23.2% | -37.1% | +60.3% | +53.1% |
| YTD | -11.2% | -39.9% | +28.7% | +12.2% |
| 1Y | -40.5% | -44.4% | +3.9% | -21.5% |
| 3Y | +196.3% | -54.5% | +250.8% | +321.5% |
| 5Y | -67.0% | -69.1% | +2.1% | -37.6% |
| All | -67.0% | -69.4% | +2.4% | -37.6% |
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