-29.8%
APTV vs ALLE
+222.4%
-252.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -2.8% |
| 7D | -10.2% | -0.6% | -9.7% | -9.7% |
| 30D | -10.8% | +25.3% | -36.1% | -24.0% |
| 3M | -14.8% | +10.3% | -25.1% | -20.9% |
| 6M | -30.6% | +38.0% | -68.6% | -45.7% |
| YTD | -48.2% | +17.8% | -65.9% | -55.0% |
| 1Y | -52.0% | +13.6% | -65.6% | -57.2% |
| 3Y | -47.0% | +89.2% | -136.2% | -67.9% |
| 5Y | -77.5% | +51.1% | -128.5% | -84.2% |
| All | -29.8% | +222.4% | -252.2% | -64.6% |
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