+291.1%
APH vs IJR
+55.2%
+235.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +5.0% | -0.2% | +5.1% | +5.0% |
| 30D | -3.9% | -2.4% | -1.5% | -1.9% |
| 3M | +13.0% | +3.9% | +9.0% | +9.7% |
| 6M | +25.2% | +12.4% | +12.8% | +14.2% |
| YTD | +22.9% | +21.5% | +1.4% | +5.7% |
| 1Y | +47.8% | +24.0% | +23.9% | +24.9% |
| All | +291.1% | +55.2% | +235.9% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling