+137.9%
APO vs ALLE
+13.7%
+124.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +3.5% | -6.8% | +10.3% | +7.5% |
| 3M | +4.5% | +21.0% | -16.5% | -6.8% |
| 6M | +22.8% | +1.1% | +21.7% | +20.8% |
| YTD | -6.5% | -0.5% | -6.0% | -7.9% |
| 1Y | +0.8% | -7.3% | +8.1% | +3.6% |
| 3Y | +62.0% | +42.3% | +19.7% | +23.3% |
| All | +137.9% | +13.7% | +124.2% | +95.8% |
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