+1,563.3%
APO vs ECL
+614.0%
+949.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.7% |
| 7D | +0.8% | -0.8% | +1.5% | +1.5% |
| 30D | +1.0% | +8.1% | -7.1% | -3.8% |
| 3M | -8.4% | +6.4% | -14.8% | -12.0% |
| 6M | -9.1% | +14.8% | -23.9% | -17.4% |
| YTD | -18.3% | +15.5% | -33.8% | -26.7% |
| 1Y | -8.0% | +20.1% | -28.1% | -19.7% |
| 3Y | +47.1% | +77.8% | -30.7% | -3.6% |
| 5Y | +67.2% | +37.9% | +29.3% | +28.0% |
| 10Y | +871.8% | +202.7% | +669.2% | +322.3% |
| All | +1,563.3% | +614.0% | +949.4% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling