-3.7%
XLC vs APO
-4.6%
+0.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -2.6% | +3.1% | -5.7% | -3.0% |
| 3M | -2.1% | -12.0% | +9.9% | -0.8% |
| 6M | -5.5% | -5.0% | -0.5% | -5.1% |
| YTD | -6.9% | -14.0% | +7.1% | -5.2% |
| 1Y | -3.7% | -5.9% | +2.2% | -3.5% |
| All | -3.7% | -4.6% | +0.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling