+1,651.7%
APO vs ED
+321.5%
+1,330.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +3.1% | +11.2% | -8.1% | +0.6% |
| 3M | -12.0% | +11.8% | -23.8% | -14.3% |
| 6M | -5.0% | +14.1% | -19.0% | -8.2% |
| YTD | -14.0% | +23.0% | -37.0% | -18.9% |
| 1Y | -5.9% | +23.7% | -29.6% | -11.6% |
| 3Y | +51.6% | +47.7% | +3.8% | +31.8% |
| 5Y | +80.8% | +82.6% | -1.8% | +45.1% |
| 10Y | +839.9% | +141.8% | +698.2% | +604.3% |
| All | +1,651.7% | +321.5% | +1,330.1% | +898.3% |
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