+76.5%
APO vs ENB
+51.1%
+25.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.1% |
| 7D | +2.3% | -3.7% | +6.0% | +4.3% |
| 30D | +3.0% | +1.7% | +1.3% | +2.1% |
| 3M | -3.7% | -6.3% | +2.6% | -0.6% |
| 6M | -7.5% | -9.2% | +1.7% | -3.6% |
| YTD | -14.5% | +3.1% | -17.6% | -18.4% |
| 1Y | -6.2% | +3.4% | -9.5% | -10.7% |
| 3Y | +51.9% | +68.9% | -17.0% | -0.8% |
| 5Y | +76.5% | +51.7% | +24.7% | +32.0% |
| All | +76.5% | +51.1% | +25.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling