+52.4%
EFA vs APO
+128.1%
-75.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.2% |
| 30D | -2.2% | -8.4% | +6.2% | -0.2% |
| 3M | +5.7% | -2.1% | +7.7% | +5.8% |
| 6M | +8.2% | +19.2% | -11.1% | +2.8% |
| YTD | +11.8% | -10.5% | +22.3% | +13.7% |
| 1Y | +18.3% | -2.7% | +21.0% | +17.2% |
| 3Y | +64.9% | +52.5% | +12.4% | +37.5% |
| 5Y | +52.4% | +132.1% | -79.7% | +6.6% |
| All | +52.4% | +128.1% | -75.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling