+1,082.3%
APH vs IJH
+184.0%
+898.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.8% |
| 7D | +1.4% | -1.9% | +3.2% | +3.2% |
| 30D | -1.2% | -4.6% | +3.4% | +3.3% |
| 3M | +10.3% | -1.2% | +11.4% | +11.7% |
| 6M | +25.2% | +9.4% | +15.8% | +16.0% |
| YTD | +24.6% | +13.3% | +11.3% | +11.9% |
| 1Y | +41.4% | +13.4% | +28.1% | +27.0% |
| 3Y | +297.8% | +50.4% | +247.4% | +177.6% |
| 5Y | +366.0% | +49.0% | +317.1% | +227.7% |
| All | +1,082.3% | +184.0% | +898.3% | +407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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