+78.7%
APO vs DE
+98.5%
-19.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | +8.9% | +3.6% | +5.3% | +7.4% |
| 3M | -13.6% | +10.2% | -23.9% | -17.5% |
| 6M | -5.4% | +16.6% | -22.0% | -12.2% |
| YTD | -13.6% | +45.8% | -59.5% | -29.7% |
| 1Y | -2.5% | +43.9% | -46.4% | -20.3% |
| 3Y | +50.9% | +89.6% | -38.8% | +6.5% |
| All | +78.7% | +98.5% | -19.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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