+527.5%
APP vs ALLE
+58.8%
+468.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.3% |
| 7D | +4.6% | +3.6% | +1.0% | +2.6% |
| 30D | +56.0% | +25.9% | +30.1% | +34.0% |
| 3M | +30.8% | +15.8% | +15.1% | +18.2% |
| 6M | -9.8% | +48.1% | -57.9% | -31.7% |
| YTD | -39.3% | +22.0% | -61.2% | -48.5% |
| 1Y | -26.4% | +18.0% | -44.5% | -36.2% |
| 3Y | +887.9% | +93.1% | +794.8% | +437.9% |
| 5Y | +264.1% | +52.1% | +212.0% | +113.5% |
| All | +527.5% | +58.8% | +468.6% | +279.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling