+264.9%
XLB vs APO
+1,594.4%
-1,329.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.4% |
| 7D | -1.4% | +2.3% | -3.7% | -2.2% |
| 30D | +7.1% | +3.0% | +4.1% | +5.9% |
| 3M | +0.6% | -3.7% | +4.3% | +1.3% |
| 6M | +3.5% | -7.5% | +11.0% | +5.1% |
| YTD | +18.2% | -14.5% | +32.8% | +21.9% |
| 1Y | +25.6% | -6.2% | +31.8% | +25.4% |
| 3Y | +46.7% | +51.9% | -5.2% | +20.0% |
| 5Y | +30.9% | +76.5% | -45.6% | -1.5% |
| 10Y | +167.7% | +895.2% | -727.5% | +8.2% |
| All | +264.9% | +1,594.4% | -1,329.6% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling