+1,648.7%
APO vs AA
+6.1%
+1,642.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.6% |
| 7D | +8.1% | +1.2% | +6.9% | +7.7% |
| 30D | +3.4% | -5.0% | +8.5% | +4.8% |
| 3M | -6.6% | -22.2% | +15.6% | -0.5% |
| 6M | -7.1% | -36.3% | +29.3% | +3.2% |
| YTD | -14.1% | -24.2% | +10.0% | -11.1% |
| 1Y | -4.7% | +3.9% | -8.6% | -10.2% |
| 3Y | +51.3% | +67.6% | -16.3% | +17.1% |
| 5Y | +82.7% | -8.8% | +91.6% | +56.7% |
| 10Y | +845.7% | +45.0% | +800.7% | +447.3% |
| All | +1,648.7% | +6.1% | +1,642.6% | +956.0% |
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