+1,804.4%
APO vs ENB
+244.7%
+1,559.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +3.5% | -2.2% | +5.7% | +4.7% |
| 3M | +4.5% | -10.5% | +15.0% | +10.7% |
| 6M | +22.8% | -5.1% | +27.8% | +25.2% |
| YTD | -6.5% | +9.0% | -15.5% | -12.4% |
| 1Y | +0.8% | +8.2% | -7.4% | -5.4% |
| 3Y | +62.0% | +67.8% | -5.8% | +15.7% |
| 5Y | +138.2% | +69.4% | +68.9% | +70.4% |
| 10Y | +940.3% | +117.5% | +822.7% | +522.3% |
| All | +1,804.4% | +244.7% | +1,559.7% | +702.2% |
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 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