+1,581.7%
APH vs ALLE
+344.1%
+1,237.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.8% | -7.9% | -7.0% |
| 7D | -2.4% | +6.7% | -9.1% | -5.5% |
| 30D | -9.5% | +25.4% | -34.9% | -19.8% |
| 3M | -7.6% | +16.9% | -24.6% | -15.5% |
| 6M | +12.4% | +46.6% | -34.2% | -9.1% |
| YTD | +17.5% | +22.4% | -4.9% | +3.3% |
| 1Y | +16.4% | +17.7% | -1.3% | +4.4% |
| 3Y | +281.6% | +96.3% | +185.3% | +154.3% |
| 5Y | +317.7% | +57.4% | +260.3% | +207.2% |
| 10Y | +967.8% | +241.0% | +726.8% | +428.1% |
| All | +1,581.7% | +344.1% | +1,237.6% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling