+349.4%
XLU vs APO
+1,716.2%
-1,366.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -0.4% | -0.4% | -0.1% | -0.5% |
| 3M | -1.7% | -0.9% | -0.9% | -1.9% |
| 6M | -7.1% | +22.1% | -29.3% | -10.5% |
| YTD | +1.9% | -8.4% | +10.3% | +2.5% |
| 1Y | +6.1% | -0.9% | +7.1% | +5.0% |
| 3Y | +48.8% | +56.1% | -7.4% | +33.8% |
| 5Y | +43.8% | +136.0% | -92.2% | +17.9% |
| 10Y | +143.2% | +949.3% | -806.1% | +58.7% |
| All | +349.4% | +1,716.2% | -1,366.8% | +167.0% |
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 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