+35.5%
XLV vs APO
+132.8%
-97.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | -3.5% | 0.0% | -3.0% |
| 30D | -1.8% | -6.6% | +4.7% | -0.9% |
| 3M | +7.8% | -3.3% | +11.1% | +8.1% |
| 6M | +9.1% | +22.6% | -13.5% | +5.1% |
| YTD | +7.7% | -9.8% | +17.5% | +8.8% |
| 1Y | +20.4% | -3.9% | +24.3% | +19.9% |
| 3Y | +30.8% | +52.5% | -21.7% | +16.1% |
| All | +35.5% | +132.8% | -97.3% | +5.5% |
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 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