+33.8%
APH vs IRE
-84.4%
+118.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.2% |
| 7D | +5.0% | +54.8% | -49.8% | +1.2% |
| 30D | -3.9% | +18.4% | -22.3% | -6.1% |
| 3M | +13.0% | -66.7% | +79.7% | +17.8% |
| 6M | +25.2% | -52.3% | +77.5% | +21.0% |
| YTD | +22.9% | -52.3% | +75.3% | +16.4% |
| All | +33.8% | -84.4% | +118.2% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded IRE 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling