+51.2%
APO vs AFL
+62.4%
-11.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.9% | -3.3% | -1.6% | -3.4% |
| 30D | -8.4% | -5.0% | -3.5% | -6.3% |
| 3M | -2.1% | -1.8% | -0.3% | -1.8% |
| 6M | +19.2% | +4.8% | +14.4% | +15.0% |
| YTD | -10.5% | +5.4% | -16.0% | -14.2% |
| 1Y | -2.7% | +9.0% | -11.7% | -8.7% |
| All | +51.2% | +62.4% | -11.2% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling