+6.1%
APA vs ALLE
+211.7%
-205.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | +8.5% | +3.6% | +5.0% | +6.3% |
| 30D | +2.8% | +25.9% | -23.1% | -11.3% |
| 3M | +21.7% | +15.8% | +6.0% | +10.1% |
| 6M | +32.6% | +48.1% | -15.5% | +0.3% |
| YTD | +103.7% | +22.0% | +81.7% | +72.6% |
| 1Y | +101.8% | +18.0% | +83.8% | +74.6% |
| 3Y | +48.1% | +93.1% | -45.0% | -12.9% |
| 5Y | +91.9% | +52.1% | +39.8% | +30.3% |
| All | +6.1% | +211.7% | -205.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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