+10.0%
APD vs ALLE
+49.9%
-39.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | +9.6% | +25.3% | -15.7% | +0.7% |
| 3M | +1.6% | +10.3% | -8.6% | -2.2% |
| 6M | +2.2% | +38.0% | -35.9% | -10.3% |
| YTD | +25.9% | +17.8% | +8.1% | +16.9% |
| 1Y | +20.1% | +13.6% | +6.5% | +13.3% |
| 3Y | +12.4% | +89.2% | -76.8% | -16.8% |
| All | +10.0% | +49.9% | -39.9% | -13.1% |
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