+614.9%
APO vs ESI
+195.2%
+419.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.7% |
| 7D | +8.1% | -6.6% | +14.7% | +10.7% |
| 30D | +3.4% | -9.8% | +13.3% | +6.8% |
| 3M | -6.6% | -11.9% | +5.3% | -3.3% |
| 6M | -7.1% | -25.1% | +18.0% | +1.0% |
| YTD | -14.1% | +31.9% | -46.0% | -26.7% |
| 1Y | -4.7% | +19.2% | -23.9% | -15.5% |
| 3Y | +51.3% | +76.2% | -24.9% | +14.3% |
| 5Y | +82.7% | +39.4% | +43.3% | +49.8% |
| 10Y | +845.7% | +304.9% | +540.8% | +433.2% |
| All | +614.9% | +195.2% | +419.7% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 all: compounded portfolio wealth divided by compounded ESI 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…
all analysis · Full analysis span regression · 6 months rolling