+137.0%
APO vs ECL
+29.5%
+107.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | +3.9% | -2.5% | +6.3% | +5.2% |
| 3M | +3.8% | +8.3% | -4.6% | -1.1% |
| 6M | +22.3% | -1.1% | +23.4% | +22.2% |
| YTD | -7.8% | +6.5% | -14.3% | -12.2% |
| 1Y | -0.3% | +2.1% | -2.4% | -3.0% |
| 3Y | +57.1% | +57.6% | -0.5% | +15.9% |
| 5Y | +137.0% | +28.1% | +108.9% | +92.4% |
| All | +137.0% | +29.5% | +107.4% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling