+916.7%
APO vs CBOE
+368.5%
+548.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.4% |
| 7D | -3.5% | -5.8% | +2.3% | -2.0% |
| 30D | -6.6% | -3.1% | -3.4% | -6.0% |
| 3M | -3.3% | -4.8% | +1.5% | -2.8% |
| 6M | +22.6% | -0.6% | +23.2% | +20.3% |
| YTD | -9.8% | +12.8% | -22.6% | -15.2% |
| 1Y | -3.9% | +19.8% | -23.6% | -11.6% |
| 3Y | +52.5% | +86.9% | -34.5% | +13.0% |
| 5Y | +134.0% | +136.5% | -2.5% | +54.5% |
| All | +916.7% | +368.5% | +548.2% | +409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling