+6.8%
APA vs ALLE
+144.1%
-137.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.8% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | +23.4% | -6.8% | +30.2% | +28.4% |
| 3M | +12.7% | +21.0% | -8.3% | -2.2% |
| 6M | +39.4% | +1.1% | +38.3% | +34.0% |
| YTD | +79.0% | -0.5% | +79.5% | +73.4% |
| 1Y | +88.8% | -7.3% | +96.1% | +90.5% |
| 3Y | +6.4% | +42.3% | -35.9% | -22.8% |
| 5Y | +153.0% | +13.5% | +139.5% | +112.3% |
| All | +6.8% | +144.1% | -137.4% | -39.5% |
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