+215.2%
XLY vs APO
+945.2%
-730.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -1.7% | -3.5% | +1.8% | -0.5% |
| 30D | -4.2% | -6.6% | +2.4% | -1.9% |
| 3M | -2.7% | -3.3% | +0.6% | -2.1% |
| 6M | -0.6% | +22.6% | -23.2% | -8.6% |
| YTD | -5.0% | -9.8% | +4.8% | -3.1% |
| 1Y | -4.1% | -3.9% | -0.2% | -4.9% |
| 3Y | +33.6% | +52.5% | -18.9% | +8.8% |
| 5Y | +28.7% | +134.0% | -105.3% | -12.5% |
| All | +215.2% | +945.2% | -730.1% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling