+149.9%
XLE vs APO
+67.1%
+82.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -12.0% | +0.8% | -12.8% | -12.3% |
| 30D | -2.7% | +1.0% | -3.8% | -3.3% |
| 3M | +6.6% | -8.4% | +15.0% | +8.2% |
| 6M | +9.5% | -9.1% | +18.6% | +10.8% |
| YTD | +40.6% | -18.3% | +58.9% | +45.5% |
| 1Y | +43.6% | -8.0% | +51.6% | +43.3% |
| 3Y | +58.1% | +47.1% | +11.0% | +32.4% |
| All | +149.9% | +67.1% | +82.9% | +91.4% |
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