-0.9%
APA vs ALLE
+233.6%
-234.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.8% |
| 7D | -8.7% | -0.6% | -8.1% | -8.5% |
| 30D | -2.4% | +26.6% | -29.0% | -16.1% |
| 3M | +19.0% | +13.2% | +5.8% | +9.0% |
| 6M | +26.8% | +42.9% | -16.1% | -1.9% |
| YTD | +87.3% | +21.0% | +66.3% | +59.5% |
| 1Y | +92.3% | +15.2% | +77.1% | +69.0% |
| 3Y | +37.3% | +95.6% | -58.3% | -20.0% |
| 5Y | +73.2% | +53.4% | +19.8% | +16.6% |
| 10Y | -0.9% | +221.5% | -222.4% | -52.2% |
| All | -0.9% | +233.6% | -234.5% | -52.2% |
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