+137.9%
APO vs ED
+67.1%
+70.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +3.5% | -0.1% | +3.6% | +3.5% |
| 3M | +4.5% | +3.9% | +0.6% | +4.4% |
| 6M | +22.8% | -3.0% | +25.8% | +22.7% |
| YTD | -6.5% | +10.7% | -17.2% | -7.4% |
| 1Y | +0.8% | +13.3% | -12.5% | -0.4% |
| 3Y | +62.0% | +34.5% | +27.5% | +49.7% |
| All | +137.9% | +67.1% | +70.8% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling