+137.6%
APO vs EME
+545.9%
-408.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.4% |
| 7D | -1.0% | +2.7% | -3.7% | -2.2% |
| 30D | -0.4% | -6.8% | +6.4% | +2.3% |
| 3M | -0.9% | -8.8% | +8.0% | +1.5% |
| 6M | +22.1% | +5.0% | +17.2% | +15.7% |
| YTD | -8.4% | +23.5% | -31.9% | -21.1% |
| 1Y | -0.9% | +21.3% | -22.3% | -16.6% |
| 3Y | +56.1% | +241.1% | -184.9% | -32.3% |
| All | +137.6% | +545.9% | -408.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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