+78.3%
APO vs ES
+6.0%
+72.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +3.5% | -1.1% | +4.5% | +3.7% |
| 30D | +4.4% | +8.2% | -3.9% | +2.9% |
| 3M | -12.1% | +0.6% | -12.7% | -12.3% |
| 6M | -7.2% | +6.0% | -13.2% | -8.5% |
| YTD | -15.1% | +9.3% | -24.4% | -17.2% |
| 1Y | -7.7% | +1.1% | -8.8% | -8.7% |
| 3Y | +49.6% | +51.9% | -2.3% | +27.9% |
| 5Y | +78.3% | +6.5% | +71.8% | +73.0% |
| All | +78.3% | +6.0% | +72.3% | +73.0% |
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