-0.9%
APO vs EL
+12.1%
-13.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | 0.0% |
| 7D | -1.0% | -2.4% | +1.4% | -0.5% |
| 30D | -0.4% | +13.7% | -14.0% | -3.5% |
| 3M | -0.9% | +14.5% | -15.4% | -4.4% |
| 6M | +22.1% | +7.4% | +14.7% | +19.4% |
| YTD | -8.4% | -4.7% | -3.7% | -8.3% |
| 1Y | -0.9% | +12.9% | -13.9% | -6.6% |
| All | -0.9% | +12.1% | -13.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling