+930.0%
APH vs IJH
+171.8%
+758.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +4.9% | +2.3% | +2.6% | +2.8% |
| 30D | -5.4% | +2.1% | -7.5% | -6.8% |
| 3M | -5.5% | -5.7% | +0.2% | +0.4% |
| 6M | +25.9% | +1.4% | +24.5% | +25.6% |
| YTD | +16.4% | +12.6% | +3.7% | +5.6% |
| 1Y | +16.5% | +16.1% | +0.4% | +2.9% |
| 3Y | +270.9% | +57.8% | +213.0% | +149.1% |
| 5Y | +289.5% | +36.8% | +252.7% | +196.5% |
| All | +930.0% | +171.8% | +758.2% | +353.5% |
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