+853.3%
APO vs CI
+146.2%
+707.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +5.8% | +1.2% | +4.6% | +5.3% |
| 30D | +8.9% | +2.6% | +6.3% | +7.9% |
| 3M | -13.6% | +7.4% | -21.1% | -15.9% |
| 6M | -5.4% | -0.1% | -5.3% | -6.1% |
| YTD | -13.6% | +9.7% | -23.4% | -17.8% |
| 1Y | -2.5% | +12.1% | -14.6% | -8.1% |
| 3Y | +50.9% | +7.0% | +43.8% | +36.2% |
| 5Y | +81.4% | +49.7% | +31.7% | +34.8% |
| All | +853.3% | +146.2% | +707.1% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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