+949.3%
APO vs EXEL
+378.5%
+570.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -0.4% | +10.1% | -10.5% | -2.3% |
| 3M | -0.9% | +10.1% | -11.0% | -3.0% |
| 6M | +22.1% | +37.7% | -15.5% | +14.0% |
| YTD | -8.4% | +33.1% | -41.5% | -14.2% |
| 1Y | -0.9% | +52.4% | -53.3% | -10.1% |
| 3Y | +56.1% | +163.8% | -107.7% | +24.1% |
| 5Y | +136.0% | +198.5% | -62.5% | +80.5% |
| 10Y | +949.3% | +386.9% | +562.4% | +670.8% |
| All | +949.3% | +378.5% | +570.8% | +670.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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