+1,641.0%
APO vs EIX
+196.8%
+1,444.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.2% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | +3.0% | +8.8% | -5.8% | +0.2% |
| 3M | -3.7% | -10.9% | +7.2% | -1.8% |
| 6M | -7.5% | -10.3% | +2.8% | -6.7% |
| YTD | -14.5% | +5.8% | -20.4% | -20.0% |
| 1Y | -6.2% | +11.4% | -17.5% | -14.0% |
| 3Y | +51.9% | +11.1% | +40.9% | +36.1% |
| 5Y | +76.5% | +18.5% | +58.0% | +52.3% |
| 10Y | +895.2% | +32.2% | +863.0% | +677.9% |
| All | +1,641.0% | +196.8% | +1,444.2% | +727.6% |
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 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