+129.2%
APO vs MXL
+40.1%
+89.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.3% |
| 7D | -3.5% | +18.9% | -22.4% | -6.0% |
| 30D | -6.6% | +0.3% | -6.9% | -7.2% |
| 3M | -3.3% | -8.0% | +4.8% | -5.8% |
| 6M | +22.6% | +341.2% | -318.6% | -19.3% |
| YTD | -9.8% | +327.8% | -337.6% | -40.5% |
| 1Y | -3.9% | +364.9% | -368.8% | -38.7% |
| 3Y | +52.5% | +229.2% | -176.8% | -7.4% |
| All | +129.2% | +40.1% | +89.1% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling