-26.3%
APH vs IEF
-0.2%
-26.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.2% | -47.6% | -47.5% |
| 7D | -48.7% | -0.7% | -48.0% | -48.1% |
| 30D | -51.9% | -0.8% | -51.2% | -51.3% |
| 3M | -43.6% | -1.0% | -42.6% | -42.8% |
| 6M | -37.5% | -2.8% | -34.8% | -36.4% |
| YTD | -38.6% | -1.5% | -37.1% | -36.6% |
| 1Y | -26.3% | -0.4% | -25.9% | -21.8% |
| All | -26.3% | -0.2% | -26.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling