-1.4%
APO vs IRE
-97.3%
+95.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +4.7% |
| 7D | +2.3% | -15.5% | +17.8% | +2.2% |
| 30D | +3.0% | -70.4% | +73.4% | +5.1% |
| 3M | -3.7% | -81.6% | +77.9% | -1.0% |
| 6M | -7.5% | -94.7% | +87.2% | -3.1% |
| YTD | -14.5% | -91.8% | +77.2% | -13.6% |
| 1Y | -6.2% | -97.6% | +91.4% | -2.3% |
| All | -1.4% | -97.3% | +95.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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