+164.2%
XLB vs APO
+837.1%
-672.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.8% |
| 7D | +0.5% | +5.8% | -5.2% | -1.2% |
| 30D | +5.2% | +8.9% | -3.7% | +2.2% |
| 3M | +0.3% | -13.6% | +13.9% | +4.6% |
| 6M | +1.2% | -5.4% | +6.5% | +2.0% |
| YTD | +16.6% | -13.6% | +30.3% | +19.9% |
| 1Y | +21.4% | -2.5% | +23.9% | +19.8% |
| 3Y | +43.2% | +50.9% | -7.6% | +16.5% |
| 5Y | +28.0% | +81.4% | -53.3% | -5.9% |
| All | +164.2% | +837.1% | -672.9% | +14.1% |
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 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