+50.9%
APO vs ALLE
+94.0%
-43.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +5.8% | +3.6% | +2.2% | +4.3% |
| 30D | +8.9% | +25.9% | -17.0% | -0.5% |
| 3M | -13.6% | +15.8% | -29.4% | -18.4% |
| 6M | -5.4% | +48.1% | -53.5% | -19.7% |
| YTD | -13.6% | +22.0% | -35.6% | -20.7% |
| 1Y | -2.5% | +18.0% | -20.5% | -9.0% |
| 3Y | +50.9% | +93.1% | -42.2% | +12.4% |
| All | +50.9% | +94.0% | -43.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling