-20.0%
APTV vs ALLE
+148.2%
-168.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | +2.0% | +2.8% | -0.8% | +0.1% |
| 30D | -7.7% | -7.6% | -0.1% | -2.6% |
| 3M | -34.0% | +22.8% | -56.8% | -43.8% |
| 6M | -37.1% | +4.6% | -41.7% | -40.1% |
| YTD | -39.9% | -1.2% | -38.7% | -40.7% |
| 1Y | -44.4% | -9.1% | -35.3% | -41.9% |
| 3Y | -54.5% | +50.0% | -104.5% | -67.4% |
| 5Y | -69.1% | +15.2% | -84.4% | -73.8% |
| 10Y | -20.0% | +151.1% | -171.1% | -54.5% |
| All | -20.0% | +148.2% | -168.2% | -54.5% |
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