-4.4%
APO vs ELV
+42.6%
-47.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.2% | +7.6% |
| 7D | +8.2% | +4.8% | +3.4% | +7.7% |
| 30D | +6.4% | +10.1% | -3.6% | +5.5% |
| 3M | -7.4% | +15.4% | -22.8% | -8.5% |
| 6M | -4.2% | +17.7% | -21.9% | -6.1% |
| YTD | -14.1% | +25.7% | -39.8% | -17.3% |
| 1Y | -4.4% | +39.9% | -44.2% | -9.8% |
| All | -4.4% | +42.6% | -47.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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