+519.5%
XLI vs APO
+1,753.5%
-1,234.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | -1.0% | 0.0% | -0.8% |
| 30D | -5.9% | +3.5% | -9.4% | -7.2% |
| 3M | -0.3% | +4.5% | -4.8% | -2.1% |
| 6M | +0.1% | +22.8% | -22.7% | -7.2% |
| YTD | +13.6% | -6.5% | +20.1% | +14.3% |
| 1Y | +17.2% | +0.8% | +16.4% | +14.4% |
| 3Y | +68.2% | +62.0% | +6.2% | +36.3% |
| 5Y | +80.7% | +138.2% | -57.5% | +24.4% |
| 10Y | +253.3% | +940.3% | -687.0% | +48.1% |
| All | +519.5% | +1,753.5% | -1,234.0% | +104.8% |
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