+837.0%
APO vs ECL
+192.9%
+644.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | +3.5% | -0.5% | +3.9% | +3.8% |
| 30D | +4.4% | +6.6% | -2.2% | +0.4% |
| 3M | -12.1% | +9.6% | -21.7% | -17.2% |
| 6M | -7.2% | +21.6% | -28.8% | -18.8% |
| YTD | -15.1% | +16.9% | -32.0% | -24.4% |
| 1Y | -7.7% | +17.9% | -25.5% | -18.4% |
| 3Y | +49.6% | +76.5% | -26.9% | -1.9% |
| 5Y | +78.3% | +36.6% | +41.7% | +37.7% |
| All | +837.0% | +192.9% | +644.1% | +330.0% |
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