+67.0%
APO vs CI
+49.9%
+17.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +0.8% | -1.6% | +2.3% | +1.0% |
| 30D | +1.0% | +5.4% | -4.4% | +0.3% |
| 3M | -8.4% | +7.3% | -15.7% | -9.3% |
| 6M | -9.1% | +5.3% | -14.4% | -10.1% |
| YTD | -18.3% | +8.5% | -26.8% | -19.8% |
| 1Y | -8.0% | +17.1% | -25.1% | -10.8% |
| 3Y | +47.1% | +1.4% | +45.6% | +43.4% |
| All | +67.0% | +49.9% | +17.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling