+11,337.7%
APH vs IAG
+377.5%
+10,960.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | -3.9% | +28.9% | -32.8% | -6.3% |
| 3M | +13.0% | +19.1% | -6.2% | +10.8% |
| 6M | +25.2% | -10.3% | +35.4% | +25.5% |
| YTD | +22.9% | +24.2% | -1.3% | +19.4% |
| 1Y | +47.8% | +116.5% | -68.7% | +36.6% |
| 3Y | +283.0% | +742.8% | -459.8% | +208.7% |
| 5Y | +349.7% | +753.3% | -403.7% | +250.8% |
| 10Y | +1,061.2% | +403.2% | +658.0% | +782.2% |
| All | +11,337.7% | +377.5% | +10,960.3% | +7,863.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded IAG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling