+1,804.4%
APO vs EFV
+190.6%
+1,613.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.0% | +1.5% | -2.5% | -2.5% |
| 30D | +3.5% | +1.7% | +1.7% | +1.6% |
| 3M | +4.5% | +8.6% | -4.1% | -4.0% |
| 6M | +22.8% | +11.7% | +11.1% | +9.1% |
| YTD | -6.5% | +19.3% | -25.8% | -22.5% |
| 1Y | +0.8% | +30.2% | -29.4% | -23.7% |
| 3Y | +62.0% | +91.6% | -29.6% | -17.1% |
| 5Y | +138.2% | +96.4% | +41.9% | +21.2% |
| 10Y | +940.3% | +166.5% | +773.8% | +307.2% |
| All | +1,804.4% | +190.6% | +1,613.8% | +594.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling