+69.8%
XLI vs APO
+54.4%
+15.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | -6.9% | -0.4% | -6.6% | -7.0% |
| 3M | -1.9% | -0.9% | -1.0% | -2.1% |
| 6M | +1.0% | +22.1% | -21.1% | -5.1% |
| YTD | +11.3% | -8.4% | +19.7% | +13.1% |
| 1Y | +15.8% | -0.9% | +16.8% | +14.4% |
| All | +69.8% | +54.4% | +15.4% | +51.3% |
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 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