+135.8%
XLC vs APO
+411.1%
-275.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -2.6% | +3.1% | -5.7% | -3.8% |
| 3M | -2.1% | -12.0% | +9.9% | +1.5% |
| 6M | -5.5% | -5.0% | -0.5% | -4.9% |
| YTD | -6.9% | -14.0% | +7.1% | -4.2% |
| 1Y | -3.7% | -5.9% | +2.2% | -4.0% |
| 3Y | +64.2% | +51.6% | +12.6% | +33.9% |
| 5Y | +43.0% | +80.8% | -37.8% | +5.9% |
| All | +135.8% | +411.1% | -275.3% | +15.7% |
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