+13,792.7%
APH vs IEF
+129.2%
+13,663.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.0% |
| 7D | -5.9% | +0.1% | -6.0% | -5.7% |
| 30D | -14.8% | +3.1% | -17.9% | -11.8% |
| 3M | -12.4% | -0.5% | -11.9% | -12.6% |
| 6M | +8.1% | -1.6% | +9.7% | +6.3% |
| YTD | +10.9% | -1.6% | +12.5% | +9.0% |
| 1Y | +8.8% | -1.5% | +10.2% | +7.0% |
| 3Y | +262.1% | +12.4% | +249.6% | +312.9% |
| 5Y | +283.1% | -7.5% | +290.6% | +231.2% |
| 10Y | +908.1% | +5.2% | +902.9% | +971.7% |
| All | +13,792.7% | +129.2% | +13,663.5% | +65,171.2% |
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