+944.2%
APH vs IJR
+154.4%
+789.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.5% |
| 7D | +0.4% | -0.4% | +0.8% | +1.0% |
| 30D | -8.0% | +3.5% | -11.5% | -10.4% |
| 3M | -5.0% | -3.8% | -1.2% | -1.7% |
| 6M | +29.9% | +4.3% | +25.6% | +26.3% |
| YTD | +18.0% | +19.4% | -1.4% | +3.1% |
| 1Y | +11.3% | +20.5% | -9.2% | -3.4% |
| 3Y | +274.9% | +63.0% | +211.9% | +153.0% |
| 5Y | +300.6% | +28.6% | +272.0% | +224.8% |
| All | +944.2% | +154.4% | +789.8% | +408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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