+1,062.4%
APH vs IJR
+165.8%
+896.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | +1.6% | -1.1% | +2.7% | +2.6% |
| 30D | -3.0% | -3.6% | +0.6% | 0.0% |
| 3M | +5.7% | +2.3% | +3.4% | +4.0% |
| 6M | +20.0% | +14.3% | +5.6% | +8.3% |
| YTD | +20.8% | +19.3% | +1.5% | +5.5% |
| 1Y | +40.2% | +22.6% | +17.6% | +19.7% |
| 3Y | +288.1% | +53.5% | +234.6% | +174.4% |
| 5Y | +352.5% | +39.9% | +312.6% | +243.2% |
| 10Y | +1,062.4% | +172.1% | +890.4% | +452.5% |
| All | +1,062.4% | +165.8% | +896.7% | +452.5% |
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