+137.0%
APO vs EL
-67.4%
+204.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +3.9% | +15.5% | -11.6% | -1.1% |
| 3M | +3.8% | +20.6% | -16.8% | -2.7% |
| 6M | +22.3% | +10.5% | +11.8% | +16.8% |
| YTD | -7.8% | -1.9% | -5.9% | -9.4% |
| 1Y | -0.3% | +16.1% | -16.4% | -7.7% |
| 3Y | +57.1% | -30.2% | +87.4% | +61.6% |
| 5Y | +137.0% | -67.4% | +204.3% | +284.3% |
| All | +137.0% | -67.4% | +204.4% | +284.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling