+4.5%
APA vs ALLE
+212.2%
-207.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.1% |
| 7D | +5.1% | -0.8% | +5.9% | +5.5% |
| 30D | +0.3% | +27.4% | -27.1% | -14.1% |
| 3M | +15.6% | +13.8% | +1.8% | +5.7% |
| 6M | +28.9% | +45.5% | -16.6% | -1.4% |
| YTD | +96.6% | +21.4% | +75.2% | +67.0% |
| 1Y | +95.5% | +15.4% | +80.2% | +71.6% |
| 3Y | +41.8% | +91.7% | -49.9% | -16.1% |
| 5Y | +85.4% | +54.5% | +30.9% | +24.0% |
| 10Y | +4.5% | +210.5% | -206.0% | -49.7% |
| All | +4.5% | +212.2% | -207.6% | -49.7% |
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