+857.2%
APO vs ES
+85.7%
+771.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.6% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | +1.0% | +7.1% | -6.0% | -1.3% |
| 3M | -8.4% | -1.9% | -6.5% | -7.9% |
| 6M | -9.1% | +4.4% | -13.5% | -10.9% |
| YTD | -18.3% | +7.3% | -25.7% | -21.3% |
| 1Y | -8.0% | +2.1% | -10.1% | -10.3% |
| 3Y | +47.1% | +41.8% | +5.2% | +21.2% |
| 5Y | +67.2% | +1.4% | +65.7% | +59.4% |
| All | +857.2% | +85.7% | +771.5% | +751.8% |
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