-26.7%
APTV vs ALLE
+217.2%
-244.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.2% |
| 30D | -9.7% | +25.9% | -35.6% | -23.2% |
| 3M | -20.6% | +14.9% | -35.4% | -28.2% |
| 6M | -31.7% | +42.1% | -73.8% | -47.7% |
| YTD | -48.0% | +20.4% | -68.4% | -55.5% |
| 1Y | -52.1% | +14.9% | -66.9% | -57.6% |
| 3Y | -47.9% | +90.1% | -138.0% | -68.5% |
| 5Y | -76.9% | +53.0% | -129.9% | -83.9% |
| 10Y | -26.7% | +208.8% | -235.6% | -63.5% |
| All | -26.7% | +217.2% | -244.0% | -63.5% |
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 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