+1,424.9%
APH vs ALLE
+331.3%
+1,093.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -7.9% |
| 7D | -12.7% | 0.0% | -12.8% | -12.7% |
| 30D | -19.2% | +20.6% | -39.7% | -27.0% |
| 3M | -16.7% | +11.4% | -28.1% | -21.8% |
| 6M | +5.1% | +42.5% | -37.4% | -13.7% |
| YTD | +6.6% | +18.9% | -12.3% | -4.9% |
| 1Y | +3.9% | +14.2% | -10.3% | -5.3% |
| 3Y | +246.0% | +90.7% | +155.3% | +134.2% |
| 5Y | +268.0% | +52.5% | +215.5% | +175.1% |
| 10Y | +868.2% | +231.2% | +637.0% | +386.2% |
| All | +1,424.9% | +331.3% | +1,093.5% | +581.9% |
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