+1,651.7%
APO vs ENB
+229.7%
+1,422.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.2% | -1.8% | +1.9% | +1.2% |
| 30D | +3.1% | +2.0% | +1.1% | +1.9% |
| 3M | -12.0% | -5.8% | -6.2% | -9.2% |
| 6M | -5.0% | -9.7% | +4.7% | -0.1% |
| YTD | -14.0% | +4.2% | -18.2% | -17.5% |
| 1Y | -5.9% | +3.2% | -9.2% | -9.4% |
| 3Y | +51.6% | +70.6% | -19.0% | +7.2% |
| 5Y | +80.8% | +55.1% | +25.6% | +35.7% |
| 10Y | +839.9% | +107.6% | +732.3% | +479.0% |
| All | +1,651.7% | +229.7% | +1,422.0% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling