+1,648.7%
APO vs ACGL
+982.6%
+666.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +8.1% | +1.3% | +6.8% | +7.4% |
| 30D | +3.4% | +14.2% | -10.8% | -4.2% |
| 3M | -6.6% | +11.1% | -17.7% | -12.3% |
| 6M | -7.1% | +16.4% | -23.4% | -15.7% |
| YTD | -14.1% | +13.8% | -27.9% | -21.8% |
| 1Y | -4.7% | +21.6% | -26.2% | -16.6% |
| 3Y | +51.3% | +33.5% | +17.8% | +21.5% |
| 5Y | +82.7% | +174.8% | -92.1% | -9.2% |
| 10Y | +845.7% | +330.4% | +515.3% | +241.1% |
| All | +1,648.7% | +982.6% | +666.1% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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