+192.6%
APO vs ACI
+29.9%
+162.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | +1.0% | +10.3% | -9.3% | -0.1% |
| 3M | -8.4% | +7.2% | -15.6% | -9.2% |
| 6M | -9.1% | -18.0% | +8.9% | -7.5% |
| YTD | -18.3% | -22.0% | +3.7% | -16.6% |
| 1Y | -8.0% | -23.4% | +15.4% | -5.8% |
| 3Y | +47.1% | -35.8% | +82.9% | +52.9% |
| 5Y | +67.2% | -43.7% | +110.8% | +74.2% |
| All | +192.6% | +29.9% | +162.7% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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