+282.2%
APH vs IEF
-7.4%
+289.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -14.8% | +3.1% | -17.9% | -15.2% |
| 3M | -12.4% | -0.5% | -11.9% | -12.3% |
| 6M | +8.1% | -1.6% | +9.7% | +8.4% |
| YTD | +10.9% | -1.6% | +12.5% | +11.3% |
| 1Y | +8.8% | -1.5% | +10.2% | +9.1% |
| 3Y | +262.1% | +12.4% | +249.6% | +252.3% |
| All | +282.2% | -7.4% | +289.5% | +250.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling