+667.2%
APO vs ALLE
+327.3%
+339.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +0.8% | -0.6% | +1.3% | +1.3% |
| 30D | +1.0% | +25.3% | -24.3% | -12.3% |
| 3M | -8.4% | +10.3% | -18.7% | -14.1% |
| 6M | -9.1% | +38.0% | -47.1% | -26.8% |
| YTD | -18.3% | +17.8% | -36.1% | -28.2% |
| 1Y | -8.0% | +13.6% | -21.6% | -17.3% |
| 3Y | +47.1% | +89.2% | -42.1% | -7.8% |
| 5Y | +67.2% | +51.1% | +16.1% | +19.8% |
| 10Y | +871.8% | +228.1% | +643.7% | +340.2% |
| All | +667.2% | +327.3% | +339.9% | +201.5% |
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