+361.5%
XLP vs APO
+1,526.1%
-1,164.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.1% |
| 7D | +3.5% | -1.1% | +4.6% | +3.6% |
| 30D | +11.6% | +1.1% | +10.4% | +11.3% |
| 3M | +7.6% | -9.2% | +16.9% | +8.9% |
| 6M | +10.0% | -9.2% | +19.3% | +11.0% |
| YTD | +19.7% | -18.0% | +37.7% | +22.1% |
| 1Y | +23.5% | -10.9% | +34.3% | +24.2% |
| 3Y | +44.0% | +44.4% | -0.5% | +31.1% |
| 5Y | +42.7% | +67.9% | -25.2% | +24.0% |
| 10Y | +131.3% | +876.2% | -744.8% | +47.9% |
| All | +361.5% | +1,526.1% | -1,164.6% | +166.2% |
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