+916.7%
APO vs SRE
+122.3%
+794.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -3.5% | -0.8% | -2.7% | -3.1% |
| 30D | -6.6% | -3.0% | -3.6% | -5.4% |
| 3M | -3.3% | -8.3% | +5.0% | +0.7% |
| 6M | +22.6% | -8.9% | +31.5% | +27.4% |
| YTD | -9.8% | -4.3% | -5.5% | -9.3% |
| 1Y | -3.9% | +2.7% | -6.6% | -7.4% |
| 3Y | +52.5% | +28.7% | +23.8% | +24.4% |
| 5Y | +134.0% | +47.1% | +86.9% | +74.7% |
| All | +916.7% | +122.3% | +794.4% | +579.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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