+908.2%
APO vs HIG
+315.0%
+593.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -4.9% | -2.3% | -2.6% | -3.8% |
| 30D | -8.4% | -1.2% | -7.2% | -7.9% |
| 3M | -2.1% | +6.3% | -8.3% | -5.8% |
| 6M | +19.2% | +0.6% | +18.7% | +17.7% |
| YTD | -10.5% | +0.6% | -11.1% | -11.8% |
| 1Y | -2.7% | +6.1% | -8.8% | -6.9% |
| 3Y | +52.5% | +102.0% | -49.5% | +4.5% |
| 5Y | +132.1% | +119.2% | +12.9% | +53.4% |
| All | +908.2% | +315.0% | +593.3% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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