+137.0%
APO vs EIX
+28.1%
+108.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -2.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +3.9% | -13.5% | +17.4% | +6.3% |
| 3M | +3.8% | -15.3% | +19.0% | +6.2% |
| 6M | +22.3% | -15.3% | +37.6% | +24.6% |
| YTD | -7.8% | +2.7% | -10.5% | -13.7% |
| 1Y | -0.3% | +17.4% | -17.8% | -11.8% |
| 3Y | +57.1% | -1.3% | +58.5% | +44.8% |
| 5Y | +137.0% | +27.2% | +109.8% | +93.6% |
| All | +137.0% | +28.1% | +108.9% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling