-3.9%
APO vs EFV
+27.7%
-31.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.1% |
| 7D | -3.5% | -0.8% | -2.7% | -3.0% |
| 30D | -6.6% | +0.6% | -7.2% | -6.9% |
| 3M | -3.3% | +7.5% | -10.8% | -7.8% |
| 6M | +22.6% | +13.0% | +9.6% | +13.9% |
| YTD | -9.8% | +18.3% | -28.1% | -20.8% |
| 1Y | -3.9% | +26.7% | -30.6% | -21.7% |
| All | -3.9% | +27.7% | -31.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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