-2.5%
APO vs ED
+24.8%
-27.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +2.1% |
| 7D | +5.8% | +2.1% | +3.7% | +6.4% |
| 30D | +8.9% | +10.4% | -1.5% | +13.1% |
| 3M | -13.6% | +12.5% | -26.2% | -9.4% |
| 6M | -5.4% | +14.9% | -20.3% | +0.5% |
| YTD | -13.6% | +24.8% | -38.5% | -4.2% |
| 1Y | -2.5% | +23.8% | -26.3% | +8.0% |
| All | -2.5% | +24.8% | -27.2% | +8.0% |
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