+1,804.4%
APO vs IWF
+857.6%
+946.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | +0.5% | -1.6% | -1.6% |
| 30D | +3.5% | -0.4% | +3.9% | +3.8% |
| 3M | +4.5% | -2.6% | +7.1% | +7.0% |
| 6M | +22.8% | +9.1% | +13.6% | +10.4% |
| YTD | -6.5% | +4.5% | -11.0% | -11.6% |
| 1Y | +0.8% | +10.1% | -9.3% | -10.4% |
| 3Y | +62.0% | +77.6% | -15.7% | -14.1% |
| 5Y | +138.2% | +73.7% | +64.5% | +30.3% |
| 10Y | +940.3% | +411.5% | +528.7% | +77.4% |
| All | +1,804.4% | +857.6% | +946.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 all: compounded portfolio wealth divided by compounded IWF 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…
all analysis · Full analysis span regression · 6 months rolling