+352.5%
APH vs IJH
+47.6%
+304.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +0.6% |
| 7D | +1.6% | -0.7% | +2.4% | +2.4% |
| 30D | -3.0% | -3.8% | +0.8% | +1.0% |
| 3M | +5.7% | 0.0% | +5.7% | +6.0% |
| 6M | +20.0% | +8.8% | +11.2% | +11.2% |
| YTD | +20.8% | +13.5% | +7.3% | +7.5% |
| 1Y | +40.2% | +15.4% | +24.8% | +22.8% |
| 3Y | +288.1% | +50.9% | +237.2% | +164.5% |
| 5Y | +352.5% | +47.8% | +304.7% | +213.4% |
| All | +352.5% | +47.6% | +304.9% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling