+280.6%
CME vs APO
+943.6%
-663.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.6% | -1.0% | +0.3% | -0.5% |
| 30D | +4.7% | -0.4% | +5.0% | +4.6% |
| 3M | +7.8% | -0.9% | +8.7% | +7.7% |
| 6M | -11.0% | +22.1% | -33.1% | -14.9% |
| YTD | +4.0% | -8.4% | +12.4% | +4.7% |
| 1Y | +9.1% | -0.9% | +10.1% | +7.7% |
| 3Y | +52.3% | +56.1% | -3.9% | +29.0% |
| 5Y | +76.1% | +136.0% | -59.9% | +28.8% |
| 10Y | +280.6% | +949.3% | -668.7% | +79.4% |
| All | +280.6% | +943.6% | -663.0% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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