-4.4%
APO vs AFL
+18.6%
-23.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +8.0% |
| 7D | +8.2% | +2.9% | +5.3% | +8.1% |
| 30D | +6.4% | +11.5% | -5.1% | +6.6% |
| 3M | -7.4% | +0.6% | -8.1% | -7.9% |
| 6M | -4.2% | +11.7% | -15.9% | -4.8% |
| YTD | -14.1% | +15.4% | -29.5% | -15.1% |
| 1Y | -4.4% | +17.6% | -21.9% | -5.4% |
| All | -4.4% | +18.6% | -23.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling