+1,804.4%
APO vs ECL
+561.4%
+1,243.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -1.0% | -2.6% | +1.6% | +0.7% |
| 30D | +3.5% | -2.2% | +5.6% | +4.9% |
| 3M | +4.5% | +10.1% | -5.6% | -2.4% |
| 6M | +22.8% | -5.7% | +28.5% | +26.3% |
| YTD | -6.5% | +7.0% | -13.5% | -11.9% |
| 1Y | +0.8% | +2.7% | -1.8% | -2.7% |
| 3Y | +62.0% | +57.7% | +4.2% | +14.5% |
| 5Y | +138.2% | +31.1% | +107.1% | +87.7% |
| 10Y | +940.3% | +150.9% | +789.4% | +410.4% |
| All | +1,804.4% | +561.4% | +1,243.0% | +408.2% |
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 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