+51.2%
APO vs MXL
+200.2%
-149.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.0% |
| 7D | -4.9% | +16.6% | -21.5% | -6.4% |
| 30D | -8.4% | +0.5% | -8.9% | -8.9% |
| 3M | -2.1% | -3.6% | +1.6% | -4.4% |
| 6M | +19.2% | +328.0% | -308.8% | -12.2% |
| YTD | -10.5% | +297.8% | -308.3% | -33.5% |
| 1Y | -2.7% | +339.4% | -342.1% | -29.7% |
| All | +51.2% | +200.2% | -149.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling