+109.7%
UL vs APTV
-27.4%
+137.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.1% | -1.7% | +2.9% | +1.3% |
| 30D | +4.5% | -11.6% | +16.1% | +5.8% |
| 3M | +6.5% | -21.2% | +27.7% | +9.0% |
| 6M | +18.2% | -28.5% | +46.7% | +21.5% |
| YTD | +4.7% | -49.1% | +53.8% | +11.3% |
| 1Y | +0.8% | -52.2% | +53.0% | +7.9% |
| 3Y | +35.9% | -48.6% | +84.5% | +42.0% |
| 5Y | +33.4% | -77.3% | +110.7% | +50.8% |
| All | +109.7% | -27.4% | +137.1% | +106.2% |
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