-25.1%
APTV vs ALLE
+233.6%
-258.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.7% |
| 7D | -9.8% | -0.6% | -9.1% | -9.2% |
| 30D | -8.9% | +26.6% | -35.5% | -22.9% |
| 3M | -19.5% | +13.2% | -32.6% | -26.5% |
| 6M | -31.1% | +42.9% | -74.0% | -47.4% |
| YTD | -47.5% | +21.0% | -68.6% | -55.3% |
| 1Y | -52.3% | +15.2% | -67.4% | -57.8% |
| 3Y | -45.2% | +95.6% | -140.8% | -67.5% |
| 5Y | -76.9% | +53.4% | -130.3% | -83.9% |
| 10Y | -25.1% | +221.5% | -246.6% | -63.6% |
| All | -25.1% | +233.6% | -258.7% | -63.6% |
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