+136.0%
APO vs SRE
+48.6%
+87.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.0% | +1.5% | -2.4% | -1.6% |
| 30D | -0.4% | +0.8% | -1.2% | -1.1% |
| 3M | -0.9% | -5.8% | +4.9% | +1.3% |
| 6M | +22.1% | -7.8% | +29.9% | +25.5% |
| YTD | -8.4% | -2.4% | -6.0% | -9.0% |
| 1Y | -0.9% | +8.9% | -9.8% | -7.4% |
| 3Y | +56.1% | +31.1% | +25.1% | +26.9% |
| 5Y | +136.0% | +48.6% | +87.4% | +80.3% |
| All | +136.0% | +48.6% | +87.4% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling