+0.3%
APA vs ALLE
+222.4%
-222.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.2% |
| 7D | -15.5% | -0.6% | -14.9% | -15.5% |
| 30D | +2.4% | +25.3% | -23.0% | -11.4% |
| 3M | +22.8% | +10.3% | +12.5% | +14.3% |
| 6M | +17.9% | +38.0% | -20.1% | -6.8% |
| YTD | +87.7% | +17.8% | +69.9% | +62.4% |
| 1Y | +94.2% | +13.6% | +80.6% | +71.8% |
| 3Y | +27.2% | +89.2% | -62.0% | -24.3% |
| 5Y | +74.1% | +51.1% | +23.1% | +17.9% |
| All | +0.3% | +222.4% | -222.1% | -51.1% |
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