+20.7%
APH vs IRE
-97.2%
+118.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +39.6% | -35.5% | +0.5% |
| 7D | -5.9% | -27.2% | +21.2% | -4.6% |
| 30D | -14.8% | -75.1% | +60.3% | -6.7% |
| 3M | -12.4% | -77.9% | +65.4% | -4.6% |
| 6M | +8.1% | -94.6% | +102.6% | +25.1% |
| YTD | +10.9% | -91.5% | +102.5% | +17.6% |
| 1Y | +8.8% | -97.8% | +106.6% | +20.8% |
| All | +20.7% | -97.2% | +118.0% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling