+1,563.3%
APO vs AA
+4.9%
+1,558.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.2% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | +1.0% | -6.7% | +7.7% | +2.9% |
| 3M | -8.4% | -16.3% | +7.9% | -4.3% |
| 6M | -9.1% | -37.1% | +28.0% | +1.3% |
| YTD | -18.3% | -25.0% | +6.7% | -15.1% |
| 1Y | -8.0% | +8.6% | -16.6% | -14.4% |
| 3Y | +47.1% | +57.2% | -10.2% | +15.9% |
| 5Y | +67.2% | -13.0% | +80.2% | +45.4% |
| 10Y | +871.8% | +65.5% | +806.3% | +436.6% |
| All | +1,563.3% | +4.9% | +1,558.4% | +907.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling