+1,651.7%
APO vs EIX
+195.7%
+1,456.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +0.2% | -2.5% | +2.7% | +1.1% |
| 30D | +3.1% | +7.7% | -4.6% | +0.6% |
| 3M | -12.0% | -12.9% | +0.9% | -9.6% |
| 6M | -5.0% | -12.7% | +7.7% | -3.1% |
| YTD | -14.0% | +5.5% | -19.4% | -19.4% |
| 1Y | -5.9% | +9.4% | -15.3% | -13.2% |
| 3Y | +51.6% | +9.7% | +41.9% | +36.5% |
| 5Y | +80.8% | +16.9% | +63.9% | +56.8% |
| 10Y | +839.9% | +34.3% | +805.7% | +631.2% |
| All | +1,651.7% | +195.7% | +1,456.0% | +733.7% |
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 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