+69.8%
APA vs ALLE
+49.9%
+19.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +2.9% |
| 7D | -15.5% | -0.6% | -14.9% | -15.5% |
| 30D | +2.4% | +25.3% | -23.0% | -5.4% |
| 3M | +22.8% | +10.3% | +12.5% | +18.3% |
| 6M | +17.9% | +38.0% | -20.1% | +3.5% |
| YTD | +87.7% | +17.8% | +69.9% | +75.4% |
| 1Y | +94.2% | +13.6% | +80.6% | +84.2% |
| 3Y | +27.2% | +89.2% | -62.0% | -6.7% |
| All | +69.8% | +49.9% | +19.9% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling