+124.6%
XLP vs APO
+857.2%
-732.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | +0.7% | +0.8% | 0.0% | +0.6% |
| 30D | +10.3% | +1.0% | +9.2% | +10.0% |
| 3M | +6.5% | -8.4% | +14.9% | +7.6% |
| 6M | +8.4% | -9.1% | +17.5% | +9.4% |
| YTD | +18.2% | -18.3% | +36.5% | +20.6% |
| 1Y | +22.4% | -8.0% | +30.4% | +22.6% |
| 3Y | +41.9% | +47.1% | -5.2% | +27.9% |
| 5Y | +40.9% | +67.2% | -26.3% | +21.1% |
| All | +124.6% | +857.2% | -732.6% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling