+64.4%
UL vs APTV
-16.1%
+80.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -3.4% | -5.0% | +1.6% | -2.9% |
| 30D | +0.5% | -6.1% | +6.6% | +1.1% |
| 3M | +7.2% | -33.0% | +40.2% | +11.6% |
| 6M | -3.1% | -35.2% | +32.2% | +0.8% |
| YTD | -2.7% | -40.1% | +37.4% | +1.8% |
| 1Y | -10.2% | -45.6% | +35.4% | -5.1% |
| 3Y | +20.3% | -54.4% | +74.6% | +28.0% |
| 5Y | +19.9% | -68.9% | +88.8% | +31.0% |
| All | +64.4% | -16.1% | +80.5% | +56.0% |
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