+259.8%
XLB vs APO
+1,753.5%
-1,493.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -0.4% | +3.5% | -3.8% | -1.6% |
| 3M | +2.0% | +4.5% | -2.6% | +0.1% |
| 6M | +1.8% | +22.8% | -21.0% | -5.6% |
| YTD | +16.6% | -6.5% | +23.1% | +17.2% |
| 1Y | +16.9% | +0.8% | +16.1% | +14.1% |
| 3Y | +32.6% | +62.0% | -29.4% | +6.4% |
| 5Y | +35.6% | +138.2% | -102.6% | -7.4% |
| 10Y | +160.0% | +940.3% | -780.2% | +3.8% |
| All | +259.8% | +1,753.5% | -1,493.7% | +7.6% |
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