-25.6%
APTV vs ALLE
+212.2%
-237.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -8.9% | -0.8% | -8.1% | -8.3% |
| 30D | -9.5% | +27.4% | -36.9% | -23.7% |
| 3M | -20.6% | +13.8% | -34.4% | -27.8% |
| 6M | -28.9% | +45.5% | -74.4% | -46.4% |
| YTD | -48.2% | +21.4% | -69.6% | -55.9% |
| 1Y | -51.7% | +15.4% | -67.1% | -57.4% |
| 3Y | -48.1% | +91.7% | -139.8% | -68.8% |
| 5Y | -76.7% | +54.5% | -131.2% | -83.9% |
| 10Y | -25.6% | +210.5% | -236.2% | -62.7% |
| All | -25.6% | +212.2% | -237.8% | -62.7% |
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