+1,648.7%
APO vs ED
+321.8%
+1,326.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | +8.1% | +2.1% | +6.0% | +7.6% |
| 30D | +3.4% | +12.4% | -9.0% | +0.6% |
| 3M | -6.6% | +13.1% | -19.8% | -9.4% |
| 6M | -7.1% | +14.1% | -21.1% | -10.2% |
| YTD | -14.1% | +23.1% | -37.2% | -19.1% |
| 1Y | -4.7% | +25.4% | -30.1% | -10.8% |
| 3Y | +51.3% | +47.9% | +3.5% | +31.5% |
| 5Y | +82.7% | +81.9% | +0.9% | +46.9% |
| 10Y | +845.7% | +141.3% | +704.4% | +608.9% |
| All | +1,648.7% | +321.8% | +1,326.8% | +896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling