-4.4%
APO vs ED
+27.1%
-31.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.0% | +5.1% | +9.0% |
| 7D | +8.2% | +5.4% | +2.8% | +10.1% |
| 30D | +6.4% | +16.4% | -9.9% | +13.7% |
| 3M | -7.4% | +11.9% | -19.3% | -3.2% |
| 6M | -4.2% | +11.6% | -15.7% | -0.2% |
| YTD | -14.1% | +24.1% | -38.2% | -5.0% |
| 1Y | -4.4% | +26.9% | -31.3% | +7.4% |
| All | -4.4% | +27.1% | -31.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling