+961.6%
APO vs ES
+84.0%
+877.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | +3.5% | -2.0% | +5.4% | +4.1% |
| 3M | +4.5% | +1.7% | +2.9% | +3.6% |
| 6M | +22.8% | -3.5% | +26.3% | +23.6% |
| YTD | -6.5% | +7.9% | -14.4% | -10.0% |
| 1Y | +0.8% | +17.2% | -16.3% | -7.0% |
| 3Y | +62.0% | +29.3% | +32.7% | +39.1% |
| 5Y | +138.2% | -5.7% | +144.0% | +135.6% |
| All | +961.6% | +84.0% | +877.6% | +834.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling