+1,804.4%
APO vs SRE
+411.9%
+1,392.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | +3.5% | -0.7% | +4.2% | +3.5% |
| 3M | +4.5% | -6.3% | +10.8% | +7.6% |
| 6M | +22.8% | -10.7% | +33.4% | +29.0% |
| YTD | -6.5% | -3.5% | -3.0% | -6.4% |
| 1Y | +0.8% | +5.3% | -4.5% | -4.2% |
| 3Y | +62.0% | +31.8% | +30.2% | +30.9% |
| 5Y | +138.2% | +47.4% | +90.9% | +79.1% |
| 10Y | +940.3% | +120.6% | +819.7% | +517.4% |
| All | +1,804.4% | +411.9% | +1,392.6% | +488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling