-3.9%
APO vs ELV
+35.4%
-39.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.8% |
| 7D | -3.5% | +2.8% | -6.3% | -3.6% |
| 30D | -6.6% | +4.9% | -11.5% | -6.8% |
| 3M | -3.3% | +4.9% | -8.2% | -3.8% |
| 6M | +22.6% | +45.1% | -22.5% | +16.7% |
| YTD | -9.8% | +20.7% | -30.5% | -12.3% |
| 1Y | -3.9% | +35.0% | -38.9% | -6.9% |
| All | -3.9% | +35.4% | -39.3% | -6.9% |
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