+164.5%
XLB vs APO
+943.6%
-779.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -2.9% | -1.0% | -2.0% | -2.6% |
| 30D | -3.4% | -0.4% | -3.0% | -3.4% |
| 3M | +1.6% | -0.9% | +2.5% | +1.4% |
| 6M | +3.6% | +22.1% | -18.5% | -3.9% |
| YTD | +14.2% | -8.4% | +22.6% | +15.6% |
| 1Y | +15.6% | -0.9% | +16.5% | +13.4% |
| 3Y | +33.1% | +56.1% | -23.0% | +7.3% |
| 5Y | +35.0% | +136.0% | -101.0% | -9.3% |
| 10Y | +164.5% | +949.3% | -784.8% | +9.8% |
| All | +164.5% | +943.6% | -779.1% | +9.8% |
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