+1,563.3%
APO vs FE
+148.7%
+1,414.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | +1.0% | +4.1% | -3.1% | -0.3% |
| 3M | -8.4% | -1.0% | -7.4% | -8.2% |
| 6M | -9.1% | +4.0% | -13.1% | -10.6% |
| YTD | -18.3% | +6.8% | -25.2% | -20.9% |
| 1Y | -8.0% | +5.3% | -13.3% | -10.5% |
| 3Y | +47.1% | +44.6% | +2.5% | +25.5% |
| 5Y | +67.2% | +44.2% | +23.0% | +41.8% |
| 10Y | +871.8% | +107.3% | +764.6% | +632.5% |
| All | +1,563.3% | +148.7% | +1,414.7% | +1,069.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling