+955.2%
APH vs IEF
+6.9%
+948.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -1.3% |
| 7D | -5.0% | -0.2% | -4.9% | -5.1% |
| 30D | -8.4% | +1.8% | -10.2% | -7.6% |
| 3M | -4.5% | -1.2% | -3.3% | -4.8% |
| 6M | +25.3% | -2.5% | +27.8% | +24.1% |
| YTD | +18.9% | -2.5% | +21.4% | +17.8% |
| 1Y | +11.9% | -2.3% | +14.2% | +10.9% |
| 3Y | +278.0% | +11.3% | +266.7% | +297.9% |
| 5Y | +306.4% | -7.6% | +314.0% | +244.7% |
| 10Y | +955.2% | +7.3% | +947.9% | +981.1% |
| All | +955.2% | +6.9% | +948.2% | +981.1% |
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