+1,804.4%
APO vs EIX
+175.6%
+1,628.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.0% | -19.1% | +18.1% | +4.7% |
| 30D | +3.5% | -16.9% | +20.4% | +8.0% |
| 3M | +4.5% | -20.0% | +24.5% | +10.0% |
| 6M | +22.8% | -21.3% | +44.1% | +29.5% |
| YTD | -6.5% | -1.7% | -4.8% | -10.2% |
| 1Y | +0.8% | +9.6% | -8.7% | -7.3% |
| 3Y | +62.0% | -3.7% | +65.6% | +53.0% |
| 5Y | +138.2% | +22.6% | +115.6% | +101.9% |
| 10Y | +940.3% | +17.7% | +922.6% | +745.7% |
| All | +1,804.4% | +175.6% | +1,628.8% | +828.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling