+44.0%
XLP vs APO
+50.3%
-6.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.7% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +8.9% | +3.0% | +5.9% | +8.7% |
| 3M | +7.5% | -3.7% | +11.2% | +7.5% |
| 6M | +9.4% | -7.5% | +16.9% | +9.6% |
| YTD | +19.3% | -14.5% | +33.8% | +20.0% |
| 1Y | +21.7% | -6.2% | +27.9% | +21.8% |
| 3Y | +44.0% | +51.9% | -7.9% | +43.5% |
| All | +44.0% | +50.3% | -6.3% | +43.5% |
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 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