+132.1%
APO vs ET
+241.7%
-109.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.5% |
| 7D | -4.9% | +1.4% | -6.2% | -5.6% |
| 30D | -8.4% | +4.6% | -13.0% | -10.9% |
| 3M | -2.1% | +16.0% | -18.1% | -10.5% |
| 6M | +19.2% | +22.8% | -3.6% | +4.7% |
| YTD | -10.5% | +38.9% | -49.4% | -27.5% |
| 1Y | -2.7% | +34.1% | -36.8% | -19.7% |
| 3Y | +52.5% | +98.8% | -46.3% | +3.0% |
| 5Y | +132.1% | +246.8% | -114.8% | +30.4% |
| All | +132.1% | +241.7% | -109.6% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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