+365.3%
APO vs ESTC
+28.9%
+336.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.4% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +3.0% | -8.1% | +11.1% | +4.9% |
| 3M | -3.7% | +20.2% | -23.9% | -9.6% |
| 6M | -7.5% | +72.7% | -80.2% | -22.2% |
| YTD | -14.5% | +19.6% | -34.2% | -21.4% |
| 1Y | -6.2% | +0.3% | -6.4% | -10.0% |
| 3Y | +51.9% | +22.8% | +29.1% | +27.5% |
| 5Y | +76.5% | -50.9% | +127.3% | +78.0% |
| All | +365.3% | +28.9% | +336.3% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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