+40.7%
XLC vs APO
+81.1%
-40.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.5% |
| 7D | +3.7% | +5.8% | -2.0% | +1.9% |
| 30D | -1.9% | +8.9% | -10.8% | -4.8% |
| 3M | -3.1% | -13.6% | +10.5% | +1.1% |
| 6M | -6.4% | -5.4% | -1.0% | -5.6% |
| YTD | -6.8% | -13.6% | +6.8% | -3.9% |
| 1Y | -1.7% | -2.5% | +0.8% | -3.1% |
| 3Y | +64.7% | +50.9% | +13.8% | +28.6% |
| All | +40.7% | +81.1% | -40.4% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling