-77.5%
APTV vs ALLE
+51.6%
-129.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | -1.7% | +3.6% | -5.3% | -4.0% |
| 30D | -11.6% | +25.9% | -37.5% | -24.8% |
| 3M | -21.2% | +15.8% | -36.9% | -29.0% |
| 6M | -28.5% | +48.1% | -76.6% | -47.1% |
| YTD | -49.1% | +22.0% | -71.0% | -56.7% |
| 1Y | -52.2% | +18.0% | -70.2% | -58.3% |
| 3Y | -48.6% | +93.1% | -141.7% | -70.7% |
| All | -77.5% | +51.6% | -129.1% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling