+466.9%
XLF vs APO
+1,727.7%
-1,260.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.5% | +3.9% | -4.4% | -2.1% |
| 3M | +10.6% | +3.8% | +6.9% | +8.5% |
| 6M | +14.3% | +22.3% | -8.0% | +5.1% |
| YTD | +5.5% | -7.8% | +13.3% | +6.9% |
| 1Y | +9.6% | -0.3% | +9.9% | +7.3% |
| 3Y | +75.2% | +57.1% | +18.0% | +40.2% |
| 5Y | +65.5% | +137.0% | -71.4% | +9.7% |
| 10Y | +246.4% | +946.8% | -700.4% | +31.2% |
| All | +466.9% | +1,727.7% | -1,260.8% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling