+358.5%
APH vs IJR
+41.3%
+317.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | +5.0% | -0.2% | +5.1% | +5.0% |
| 30D | -3.9% | -2.4% | -1.5% | -1.8% |
| 3M | +13.0% | +3.9% | +9.0% | +9.6% |
| 6M | +25.2% | +12.4% | +12.8% | +13.8% |
| YTD | +22.9% | +21.5% | +1.4% | +4.8% |
| 1Y | +47.8% | +24.0% | +23.9% | +23.7% |
| 3Y | +283.0% | +49.7% | +233.3% | +170.3% |
| All | +358.5% | +41.3% | +317.1% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling