+916.7%
APO vs IFF
-20.3%
+936.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -3.5% | -3.2% | -0.3% | -2.1% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | -3.3% | +8.4% | -11.7% | -7.5% |
| 6M | +22.6% | +23.0% | -0.4% | +8.4% |
| YTD | -9.8% | +25.5% | -35.2% | -21.6% |
| 1Y | -3.9% | +29.1% | -32.9% | -18.2% |
| 3Y | +52.5% | +31.7% | +20.8% | +23.2% |
| 5Y | +134.0% | -35.2% | +169.2% | +171.2% |
| All | +916.7% | -20.3% | +936.9% | +902.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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