-24.4%
ACN vs APO
+75.6%
-100.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.0% | -3.9% |
| 7D | -2.5% | +2.3% | -4.8% | -3.4% |
| 30D | +22.6% | +3.0% | +19.7% | +21.1% |
| 3M | +45.9% | -3.7% | +49.6% | +47.0% |
| 6M | +43.8% | -7.5% | +51.3% | +46.3% |
| YTD | -2.5% | -14.5% | +12.1% | +1.4% |
| 1Y | +6.5% | -6.2% | +12.6% | +7.1% |
| 3Y | -14.2% | +51.9% | -66.1% | -32.5% |
| 5Y | -24.4% | +76.5% | -100.9% | -46.9% |
| All | -24.4% | +75.6% | -100.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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