+67.0%
APO vs ES
+1.4%
+65.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.1% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | +1.0% | +7.1% | -6.0% | -0.2% |
| 3M | -8.4% | -1.9% | -6.5% | -8.2% |
| 6M | -9.1% | +4.4% | -13.5% | -10.1% |
| YTD | -18.3% | +7.3% | -25.7% | -20.1% |
| 1Y | -8.0% | +2.1% | -10.1% | -9.4% |
| 3Y | +47.1% | +41.8% | +5.2% | +28.9% |
| All | +67.0% | +1.4% | +65.5% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling