+235.0%
APO vs ACI
+25.9%
+209.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +3.5% | +5.9% | -2.4% | +2.8% |
| 3M | +4.5% | -19.8% | +24.3% | +6.8% |
| 6M | +22.8% | -24.7% | +47.5% | +26.2% |
| YTD | -6.5% | -24.4% | +17.9% | -4.2% |
| 1Y | +0.8% | -31.5% | +32.3% | +4.6% |
| 3Y | +62.0% | -38.7% | +100.6% | +69.4% |
| 5Y | +138.2% | -42.8% | +181.1% | +147.8% |
| All | +235.0% | +25.9% | +209.1% | +206.4% |
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