+137.9%
APO vs FE
+45.0%
+92.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.0% | +1.9% | -3.0% | -1.4% |
| 30D | +3.5% | -1.2% | +4.6% | +3.7% |
| 3M | +4.5% | +3.5% | +1.0% | +3.6% |
| 6M | +22.8% | -6.1% | +28.8% | +24.2% |
| YTD | -6.5% | +7.6% | -14.1% | -9.1% |
| 1Y | +0.8% | +11.9% | -11.1% | -3.2% |
| 3Y | +62.0% | +48.4% | +13.5% | +36.9% |
| All | +137.9% | +45.0% | +92.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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