-53.1%
TE vs APTV
-50.2%
-2.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.2% | -5.0% | +5.2% | +1.8% |
| 30D | -5.9% | -6.1% | +0.1% | -4.0% |
| 3M | -45.6% | -33.0% | -12.6% | -37.8% |
| 6M | -43.4% | -35.2% | -8.1% | -34.7% |
| YTD | -31.0% | -40.1% | +9.2% | -18.7% |
| 1Y | +145.2% | -45.6% | +190.8% | +198.2% |
| 3Y | -24.1% | -54.4% | +30.3% | -4.1% |
| 5Y | -48.1% | -68.9% | +20.8% | -30.8% |
| All | -53.1% | -50.2% | -2.8% | -39.5% |
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