+136.0%
APO vs ELV
+14.8%
+121.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | -0.9% | -6.1% | +5.2% | 0.0% |
| 6M | +22.1% | +42.8% | -20.7% | +12.7% |
| YTD | -8.4% | +14.4% | -22.8% | -11.9% |
| 1Y | -0.9% | +28.6% | -29.6% | -7.4% |
| 3Y | +56.1% | -7.4% | +63.5% | +53.7% |
| 5Y | +136.0% | +14.5% | +121.5% | +97.4% |
| All | +136.0% | +14.8% | +121.2% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling