+40.9%
AGG vs APO
+1,716.2%
-1,675.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | -1.0% | +0.8% | -0.2% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | -0.7% | -0.9% | +0.2% | -0.7% |
| 6M | -1.8% | +22.1% | -23.9% | -1.8% |
| YTD | -0.6% | -8.4% | +7.8% | -0.6% |
| 1Y | +0.4% | -0.9% | +1.3% | +0.4% |
| 3Y | +13.2% | +56.1% | -43.0% | +12.9% |
| 5Y | -2.0% | +136.0% | -138.0% | -2.3% |
| 10Y | +15.1% | +949.3% | -934.2% | +16.1% |
| All | +40.9% | +1,716.2% | -1,675.3% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling