+1,777.9%
APO vs MXL
+748.2%
+1,029.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.0% | -7.4% | -2.4% |
| 7D | +0.1% | +15.5% | -15.4% | -2.4% |
| 30D | +3.9% | -11.3% | +15.2% | +5.1% |
| 3M | +3.8% | -16.1% | +19.9% | +2.1% |
| 6M | +22.3% | +323.0% | -300.7% | -19.7% |
| YTD | -7.8% | +281.5% | -289.3% | -38.3% |
| 1Y | -0.3% | +319.3% | -319.6% | -35.5% |
| 3Y | +57.1% | +189.4% | -132.3% | -1.2% |
| 5Y | +137.0% | +26.0% | +111.0% | +70.7% |
| 10Y | +946.8% | +243.5% | +703.3% | +463.3% |
| All | +1,777.9% | +748.2% | +1,029.7% | +723.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling