+1,804.4%
APO vs EXPE
+917.2%
+887.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -1.0% | -9.5% | +8.5% | +2.0% |
| 30D | +3.5% | -6.6% | +10.1% | +5.5% |
| 3M | +4.5% | +31.4% | -26.8% | -4.8% |
| 6M | +22.8% | +35.2% | -12.4% | +10.0% |
| YTD | -6.5% | +5.8% | -12.3% | -10.2% |
| 1Y | +0.8% | +38.7% | -37.8% | -11.6% |
| 3Y | +62.0% | +175.8% | -113.8% | +11.6% |
| 5Y | +138.2% | +111.8% | +26.4% | +70.7% |
| 10Y | +940.3% | +179.7% | +760.6% | +524.7% |
| All | +1,804.4% | +917.2% | +887.2% | +796.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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