+137.0%
APO vs ENB
+71.0%
+65.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +3.9% | -0.2% | +4.1% | +3.9% |
| 3M | +3.8% | -7.5% | +11.3% | +7.6% |
| 6M | +22.3% | -4.1% | +26.4% | +23.8% |
| YTD | -7.8% | +9.8% | -17.6% | -14.7% |
| 1Y | -0.3% | +8.7% | -9.0% | -7.5% |
| 3Y | +57.1% | +79.0% | -21.9% | -0.5% |
| 5Y | +137.0% | +69.1% | +67.9% | +60.2% |
| All | +137.0% | +71.0% | +65.9% | +60.2% |
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