+20.3%
SGOV vs APO
+215.4%
-195.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | 0.0% | -3.5% | +3.6% | 0.0% |
| 30D | +0.3% | -6.6% | +6.9% | +0.3% |
| 3M | +0.9% | -3.3% | +4.2% | +0.9% |
| 6M | +1.8% | +22.6% | -20.7% | +1.9% |
| YTD | +2.5% | -9.8% | +12.3% | +2.5% |
| 1Y | +3.8% | -3.9% | +7.7% | +3.8% |
| 3Y | +14.4% | +52.5% | -38.1% | +14.4% |
| 5Y | +20.2% | +134.0% | -113.8% | +20.2% |
| All | +20.3% | +215.4% | -195.1% | +20.3% |
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