+166.9%
XLE vs APO
+81.1%
+85.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.6% |
| 7D | +5.4% | +5.8% | -0.3% | +4.1% |
| 30D | -3.9% | +8.9% | -12.8% | -6.1% |
| 3M | +7.0% | -13.6% | +20.7% | +10.3% |
| 6M | +14.2% | -5.4% | +19.6% | +14.6% |
| YTD | +48.2% | -13.6% | +61.8% | +51.4% |
| 1Y | +47.7% | -2.5% | +50.2% | +45.5% |
| 3Y | +70.0% | +50.9% | +19.1% | +42.1% |
| All | +166.9% | +81.1% | +85.8% | +99.3% |
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