+6.4%
APO vs IRE
-82.8%
+89.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.2% | -11.6% | -1.6% |
| 7D | +0.1% | +58.9% | -58.8% | -1.2% |
| 30D | +3.9% | +17.2% | -13.3% | +3.1% |
| 3M | +3.8% | -58.6% | +62.4% | +4.9% |
| 6M | +22.3% | -23.5% | +45.8% | +20.3% |
| YTD | -7.8% | -47.4% | +39.6% | -10.0% |
| All | +6.4% | -82.8% | +89.2% | +5.6% |
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