+853.3%
APO vs HIG
+261.7%
+591.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +5.8% | +2.6% | +3.2% | +4.4% |
| 30D | +8.9% | +4.2% | +4.7% | +6.7% |
| 3M | -13.6% | +0.2% | -13.8% | -13.8% |
| 6M | -5.4% | +4.6% | -10.0% | -8.4% |
| YTD | -13.6% | +1.1% | -14.7% | -15.1% |
| 1Y | -2.5% | +4.7% | -7.2% | -6.1% |
| 3Y | +50.9% | +95.5% | -44.6% | +4.9% |
| 5Y | +81.4% | +111.7% | -30.3% | +21.4% |
| All | +853.3% | +261.7% | +591.6% | +398.0% |
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