-2.5%
APO vs ENB
+3.2%
-5.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.8% |
| 7D | +5.8% | +3.1% | +2.6% | +6.3% |
| 30D | +8.9% | +2.1% | +6.8% | +9.4% |
| 3M | -13.6% | -4.4% | -9.2% | -14.7% |
| 6M | -5.4% | -10.1% | +4.7% | -8.0% |
| YTD | -13.6% | +5.2% | -18.8% | -11.0% |
| 1Y | -2.5% | +4.2% | -6.7% | +0.1% |
| All | -2.5% | +3.2% | -5.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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