+728.9%
APH vs ALLE
+260.9%
+468.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -48.4% |
| 7D | -48.7% | -1.6% | -47.1% | -48.6% |
| 30D | -51.9% | -6.8% | -45.1% | -50.5% |
| 3M | -43.6% | +21.0% | -64.6% | -49.6% |
| 6M | -37.5% | +1.1% | -38.6% | -38.8% |
| YTD | -38.6% | -0.5% | -38.1% | -39.9% |
| 1Y | -26.3% | -7.3% | -19.1% | -25.4% |
| 3Y | +89.2% | +42.3% | +46.9% | +49.4% |
| 5Y | +119.8% | +13.5% | +106.3% | +91.7% |
| 10Y | +454.3% | +144.0% | +310.2% | +222.8% |
| All | +728.9% | +260.9% | +468.0% | +306.6% |
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