+54.8%
APO vs EFV
+88.7%
-33.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -0.5% |
| 30D | -0.4% | 0.0% | -0.4% | -0.3% |
| 3M | -0.9% | +8.4% | -9.3% | -8.8% |
| 6M | +22.1% | +12.3% | +9.8% | +7.9% |
| YTD | -8.4% | +17.4% | -25.8% | -23.4% |
| 1Y | -0.9% | +27.1% | -28.1% | -24.6% |
| All | +54.8% | +88.7% | -33.9% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling