+132.1%
APO vs AFL
+131.0%
+1.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.9% | -3.3% | -1.6% | -2.7% |
| 30D | -8.4% | -5.0% | -3.5% | -5.4% |
| 3M | -2.1% | -1.8% | -0.3% | -1.6% |
| 6M | +19.2% | +4.8% | +14.4% | +13.7% |
| YTD | -10.5% | +5.4% | -16.0% | -15.3% |
| 1Y | -2.7% | +9.0% | -11.7% | -10.5% |
| 3Y | +52.5% | +63.0% | -10.6% | -0.8% |
| 5Y | +132.1% | +134.5% | -2.4% | +4.8% |
| All | +132.1% | +131.0% | +1.1% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling