+146.1%
EWT vs APO
+128.1%
+18.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | -1.1% | -4.9% | +3.8% | +0.3% |
| 30D | +4.8% | -8.4% | +13.2% | +7.3% |
| 3M | +11.1% | -2.1% | +13.2% | +11.5% |
| 6M | +54.6% | +19.2% | +35.4% | +46.2% |
| YTD | +71.4% | -10.5% | +82.0% | +75.0% |
| 1Y | +82.1% | -2.7% | +84.8% | +80.5% |
| 3Y | +193.2% | +52.5% | +140.8% | +145.7% |
| 5Y | +146.1% | +132.1% | +14.0% | +71.0% |
| All | +146.1% | +128.1% | +18.0% | +71.0% |
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