-4.4%
APO vs ECL
+23.8%
-28.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.4% | +4.7% | +6.9% |
| 7D | +8.2% | +7.7% | +0.5% | +5.9% |
| 30D | +6.4% | +13.7% | -7.3% | +2.8% |
| 3M | -7.4% | +11.6% | -19.0% | -10.2% |
| 6M | -4.2% | +23.9% | -28.1% | -9.6% |
| YTD | -14.1% | +21.0% | -35.1% | -21.6% |
| 1Y | -4.4% | +23.1% | -27.5% | -13.6% |
| All | -4.4% | +23.8% | -28.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling