+2,798.0%
APO vs XYL
+389.9%
+2,408.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +5.8% | -3.7% | +9.5% | +8.1% |
| 30D | +8.9% | -8.3% | +17.2% | +13.4% |
| 3M | -13.6% | -21.4% | +7.8% | -1.4% |
| 6M | -5.4% | -12.9% | +7.6% | +1.1% |
| YTD | -13.6% | -30.1% | +16.4% | +4.4% |
| 1Y | -2.5% | -35.2% | +32.7% | +23.4% |
| 3Y | +50.9% | -0.8% | +51.6% | +46.5% |
| 5Y | +81.4% | -23.2% | +104.6% | +100.9% |
| 10Y | +843.9% | +101.2% | +742.7% | +510.3% |
| All | +2,798.0% | +389.9% | +2,408.1% | +1,243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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