+1,804.4%
APO vs AA
+32.3%
+1,772.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | +3.5% | +5.0% | -1.5% | +1.8% |
| 3M | +4.5% | -35.8% | +40.4% | +16.8% |
| 6M | +22.8% | -18.4% | +41.2% | +26.2% |
| YTD | -6.5% | -5.5% | -1.0% | -8.6% |
| 1Y | +0.8% | +61.0% | -60.1% | -16.8% |
| 3Y | +62.0% | +66.2% | -4.3% | +25.4% |
| 5Y | +138.2% | +11.4% | +126.9% | +91.3% |
| 10Y | +940.3% | +116.9% | +823.4% | +430.3% |
| All | +1,804.4% | +32.3% | +1,772.1% | +985.3% |
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