+60.7%
APO vs EIX
-3.4%
+64.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.0% | -19.1% | +18.1% | +2.3% |
| 30D | +3.5% | -16.9% | +20.4% | +5.9% |
| 3M | +4.5% | -20.0% | +24.5% | +7.4% |
| 6M | +22.8% | -21.3% | +44.1% | +26.3% |
| YTD | -6.5% | -1.7% | -4.8% | -11.7% |
| 1Y | +0.8% | +9.6% | -8.7% | -8.7% |
| All | +60.7% | -3.4% | +64.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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