+895.2%
APO vs ECL
+205.6%
+689.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.9% |
| 30D | +3.0% | +8.8% | -5.8% | -2.3% |
| 3M | -3.7% | +7.8% | -11.6% | -8.3% |
| 6M | -7.5% | +21.3% | -28.8% | -18.9% |
| YTD | -14.5% | +17.8% | -32.3% | -24.3% |
| 1Y | -6.2% | +21.1% | -27.2% | -18.6% |
| 3Y | +51.9% | +80.1% | -28.2% | -1.8% |
| 5Y | +76.5% | +40.5% | +36.0% | +33.5% |
| 10Y | +895.2% | +197.7% | +697.5% | +337.2% |
| All | +895.2% | +205.6% | +689.6% | +337.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling