-77.1%
SE vs APTV
-77.1%
0.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.8% | +2.3% |
| 7D | +3.3% | -9.8% | +13.1% | +9.1% |
| 30D | -18.2% | -8.9% | -9.3% | -14.1% |
| 3M | -31.3% | -19.5% | -11.8% | -23.1% |
| 6M | -10.1% | -31.1% | +21.0% | +5.0% |
| YTD | -38.9% | -47.5% | +8.7% | -17.0% |
| 1Y | -48.0% | -52.3% | +4.3% | -25.1% |
| 3Y | +78.8% | -45.2% | +124.0% | +105.1% |
| 5Y | -77.1% | -76.9% | -0.3% | -52.1% |
| All | -77.1% | -77.1% | 0.0% | -52.1% |
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