+82.7%
APO vs EL
-64.5%
+147.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +8.1% | +7.6% | +0.5% | +5.9% |
| 30D | +3.4% | +15.7% | -12.2% | -1.1% |
| 3M | -6.6% | +30.5% | -37.2% | -14.4% |
| 6M | -7.1% | +32.5% | -39.6% | -15.8% |
| YTD | -14.1% | +9.4% | -23.6% | -18.5% |
| 1Y | -4.7% | +28.4% | -33.1% | -14.2% |
| 3Y | +51.3% | +4.4% | +46.9% | +32.0% |
| 5Y | +82.7% | -64.5% | +147.2% | +185.6% |
| All | +82.7% | -64.5% | +147.3% | +185.6% |
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 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