+71.5%
XLI vs APO
+53.0%
+18.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +3.8% | +5.8% | -2.0% | +2.2% |
| 30D | +1.0% | +8.9% | -7.8% | -1.4% |
| 3M | -8.9% | -13.6% | +4.7% | -5.6% |
| 6M | -2.3% | -5.4% | +3.1% | -1.5% |
| YTD | +9.7% | -13.6% | +23.3% | +13.0% |
| 1Y | +12.3% | -2.5% | +14.8% | +11.4% |
| 3Y | +71.5% | +50.9% | +20.6% | +53.0% |
| All | +71.5% | +53.0% | +18.5% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling