+1,659.1%
APO vs EFV
+182.8%
+1,476.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.4% |
| 7D | +5.8% | +2.5% | +3.2% | +3.1% |
| 30D | +8.9% | +2.9% | +6.0% | +6.0% |
| 3M | -13.6% | -1.4% | -12.2% | -12.1% |
| 6M | -5.4% | +5.5% | -10.9% | -10.3% |
| YTD | -13.6% | +16.1% | -29.7% | -26.3% |
| 1Y | -2.5% | +20.3% | -22.8% | -19.7% |
| 3Y | +50.9% | +90.4% | -39.6% | -22.1% |
| 5Y | +81.4% | +93.5% | -12.1% | -6.2% |
| 10Y | +843.9% | +161.5% | +682.4% | +278.6% |
| All | +1,659.1% | +182.8% | +1,476.3% | +561.0% |
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