-4.7%
APO vs AA
+4.5%
-9.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.9% |
| 7D | +8.1% | +1.2% | +6.9% | +8.0% |
| 30D | +3.4% | -5.0% | +8.5% | +3.8% |
| 3M | -6.6% | -22.2% | +15.6% | -4.9% |
| 6M | -7.1% | -36.3% | +29.3% | -4.9% |
| YTD | -14.1% | -24.2% | +10.0% | -15.8% |
| 1Y | -4.7% | +3.9% | -8.6% | -10.9% |
| All | -4.7% | +4.5% | -9.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling