+7.1%
APTV vs ALLE
+260.9%
-253.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.4% |
| 7D | +4.8% | -0.2% | +5.0% | +5.0% |
| 30D | +2.0% | -6.8% | +8.8% | +6.9% |
| 3M | -34.2% | +21.0% | -55.3% | -43.3% |
| 6M | -34.7% | +1.1% | -35.8% | -36.3% |
| YTD | -37.0% | -0.5% | -36.4% | -38.2% |
| 1Y | -40.4% | -7.3% | -33.1% | -38.7% |
| 3Y | -54.1% | +42.3% | -96.4% | -65.6% |
| 5Y | -68.0% | +13.5% | -81.5% | -72.4% |
| 10Y | -15.5% | +144.0% | -159.6% | -55.3% |
| All | +7.1% | +260.9% | -253.8% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling