+1,041.3%
APH vs IEF
+4.2%
+1,037.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -3.3% | -0.7% | -2.6% | -3.6% |
| 3M | +14.0% | -0.4% | +14.5% | +13.9% |
| 6M | +24.4% | -2.5% | +26.9% | +23.0% |
| YTD | +21.4% | -1.6% | +23.0% | +20.5% |
| 1Y | +48.9% | -1.3% | +50.2% | +48.1% |
| 3Y | +290.1% | +10.1% | +280.0% | +307.0% |
| 5Y | +352.8% | -8.3% | +361.1% | +277.5% |
| 10Y | +1,041.3% | +4.5% | +1,036.8% | +1,057.8% |
| All | +1,041.3% | +4.2% | +1,037.1% | +1,057.8% |
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 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