+1,804.4%
APO vs AEE
+544.6%
+1,259.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | +3.5% | -2.3% | +5.7% | +4.4% |
| 3M | +4.5% | +0.2% | +4.3% | +4.0% |
| 6M | +22.8% | -4.7% | +27.5% | +24.5% |
| YTD | -6.5% | +8.1% | -14.6% | -10.6% |
| 1Y | +0.8% | +8.5% | -7.7% | -3.9% |
| 3Y | +62.0% | +48.9% | +13.1% | +31.8% |
| 5Y | +138.2% | +39.9% | +98.3% | +98.1% |
| 10Y | +940.3% | +186.5% | +753.7% | +545.7% |
| All | +1,804.4% | +544.6% | +1,259.8% | +611.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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