+29.9%
APH vs IJR
+3.3%
+26.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -2.0% |
| 7D | +0.4% | -0.4% | +0.8% | +1.1% |
| 30D | -8.0% | +3.5% | -11.5% | -12.2% |
| 3M | -5.0% | -3.8% | -1.2% | +1.8% |
| 6M | +29.9% | +4.3% | +25.6% | +22.2% |
| All | +29.9% | +3.3% | +26.6% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling