+78.3%
APO vs EOG
+109.0%
-30.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +3.5% | +7.4% | -3.9% | +1.5% |
| 30D | +4.4% | +2.3% | +2.1% | +3.3% |
| 3M | -12.1% | +9.5% | -21.5% | -14.9% |
| 6M | -7.2% | +17.7% | -24.9% | -12.9% |
| YTD | -15.1% | +52.9% | -68.0% | -28.1% |
| 1Y | -7.7% | +47.7% | -55.3% | -20.9% |
| 3Y | +49.6% | +41.1% | +8.5% | +29.4% |
| 5Y | +78.3% | +108.2% | -30.0% | +40.9% |
| All | +78.3% | +109.0% | -30.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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