+50.9%
APO vs ELV
-1.5%
+52.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +5.8% | +1.0% | +4.8% | +5.7% |
| 30D | +8.9% | +0.4% | +8.5% | +8.8% |
| 3M | -13.6% | +8.4% | -22.0% | -14.1% |
| 6M | -5.4% | +8.4% | -13.8% | -6.0% |
| YTD | -13.6% | +24.4% | -38.0% | -15.3% |
| 1Y | -2.5% | +33.5% | -36.0% | -4.8% |
| 3Y | +50.9% | -2.1% | +52.9% | +51.9% |
| All | +50.9% | -1.5% | +52.3% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling