-2.4%
AGG vs APO
+128.1%
-130.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.6% |
| 7D | -0.9% | -4.9% | +4.0% | -0.9% |
| 30D | -1.0% | -8.4% | +7.5% | -0.9% |
| 3M | -1.3% | -2.1% | +0.8% | -1.3% |
| 6M | -2.1% | +19.2% | -21.3% | -2.3% |
| YTD | -1.2% | -10.5% | +9.3% | -1.1% |
| 1Y | -0.5% | -2.7% | +2.2% | -0.5% |
| 3Y | +12.4% | +52.5% | -40.0% | +11.0% |
| 5Y | -2.4% | +132.1% | -134.5% | -4.8% |
| All | -2.4% | +128.1% | -130.5% | -4.8% |
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