-45.4%
TE vs APO
+136.0%
-181.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.5% |
| 7D | +15.0% | -1.0% | +16.0% | +15.8% |
| 30D | -7.5% | -0.4% | -7.2% | -7.7% |
| 3M | -42.0% | -0.9% | -41.1% | -41.9% |
| 6M | -31.4% | +22.1% | -53.6% | -42.4% |
| YTD | -26.5% | -8.4% | -18.1% | -22.7% |
| 1Y | +153.1% | -0.9% | +154.0% | +149.0% |
| 3Y | -20.7% | +56.1% | -76.8% | -43.2% |
| 5Y | -45.4% | +136.0% | -181.5% | -71.1% |
| All | -45.4% | +136.0% | -181.5% | -71.1% |
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