+44.2%
XLU vs APO
+132.8%
-88.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | -3.5% | +1.9% | -1.2% |
| 30D | -3.3% | -6.6% | +3.2% | -2.6% |
| 3M | -3.2% | -3.3% | +0.1% | -3.0% |
| 6M | -7.0% | +22.6% | -29.5% | -9.7% |
| YTD | +0.6% | -9.8% | +10.4% | +1.5% |
| 1Y | +2.4% | -3.9% | +6.3% | +2.2% |
| 3Y | +46.3% | +52.5% | -6.2% | +33.1% |
| All | +44.2% | +132.8% | -88.6% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling