+146.6%
APO vs VSXY
+37.5%
+109.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -6.6% | -18.7% | +12.1% | -3.6% |
| 3M | -3.3% | -4.0% | +0.7% | -3.5% |
| 6M | +22.6% | +67.5% | -44.9% | +8.0% |
| YTD | -9.8% | +39.7% | -49.4% | -18.3% |
| 1Y | -3.9% | +180.0% | -183.9% | -25.0% |
| 3Y | +52.5% | +337.3% | -284.8% | -1.9% |
| 5Y | +134.0% | +22.7% | +111.3% | +94.3% |
| All | +146.6% | +37.5% | +109.0% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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