+67.0%
APO vs FE
+42.2%
+24.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +1.0% | +4.1% | -3.1% | +0.3% |
| 3M | -8.4% | -1.0% | -7.4% | -8.3% |
| 6M | -9.1% | +4.0% | -13.1% | -10.1% |
| YTD | -18.3% | +6.8% | -25.2% | -20.5% |
| 1Y | -8.0% | +5.3% | -13.3% | -10.1% |
| 3Y | +47.1% | +44.6% | +2.5% | +26.2% |
| All | +67.0% | +42.2% | +24.7% | +38.6% |
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