+916.7%
APO vs VCLT
+17.1%
+899.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.5% | -1.4% | -2.2% | -2.7% |
| 30D | -6.6% | -1.2% | -5.4% | -5.8% |
| 3M | -3.3% | -4.8% | +1.5% | -0.2% |
| 6M | +22.6% | -2.6% | +25.2% | +24.7% |
| YTD | -9.8% | -3.3% | -6.4% | -7.8% |
| 1Y | -3.9% | -4.8% | +0.9% | -0.8% |
| 3Y | +52.5% | +11.5% | +40.9% | +41.1% |
| 5Y | +134.0% | -17.0% | +151.0% | +159.4% |
| All | +916.7% | +17.1% | +899.6% | +970.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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