+15,294.2%
APH vs IEF
+129.4%
+15,164.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | +5.0% | -0.3% | +5.2% | +4.7% |
| 30D | -3.9% | -0.8% | -3.1% | -4.6% |
| 3M | +13.0% | -1.0% | +13.9% | +11.8% |
| 6M | +25.2% | -2.8% | +27.9% | +21.1% |
| YTD | +22.9% | -1.5% | +24.4% | +20.6% |
| 1Y | +47.8% | -0.4% | +48.3% | +46.8% |
| 3Y | +283.0% | +9.7% | +273.4% | +322.9% |
| 5Y | +349.7% | -8.3% | +358.0% | +282.8% |
| 10Y | +1,061.2% | +4.6% | +1,056.6% | +1,121.5% |
| All | +15,294.2% | +129.4% | +15,164.8% | +72,130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling