+930.0%
APH vs IEF
+7.3%
+922.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.8% |
| 7D | +4.9% | -2.0% | +6.9% | +4.0% |
| 30D | -5.4% | +0.7% | -6.1% | -5.1% |
| 3M | -5.5% | -2.5% | -3.0% | -6.3% |
| 6M | +25.9% | -2.6% | +28.5% | +24.7% |
| YTD | +16.4% | -3.2% | +19.6% | +14.9% |
| 1Y | +16.5% | -3.0% | +19.5% | +15.1% |
| 3Y | +270.9% | +10.5% | +260.3% | +289.4% |
| 5Y | +289.5% | -8.2% | +297.7% | +229.8% |
| All | +930.0% | +7.3% | +922.7% | +946.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling