+265.4%
XLB vs APO
+1,604.8%
-1,339.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +7.2% | +3.1% | +4.1% | +6.0% |
| 3M | 0.0% | -12.0% | +12.0% | +3.7% |
| 6M | +2.3% | -5.0% | +7.3% | +3.0% |
| YTD | +18.4% | -14.0% | +32.4% | +21.8% |
| 1Y | +23.3% | -5.9% | +29.3% | +23.1% |
| 3Y | +45.2% | +51.6% | -6.4% | +18.9% |
| 5Y | +31.0% | +80.8% | -49.8% | -2.2% |
| 10Y | +168.8% | +839.9% | -671.2% | +10.6% |
| All | +265.4% | +1,604.8% | -1,339.4% | +11.8% |
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 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