-37.5%
APH vs IRE
-45.0%
+7.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +41.8% | -89.6% | -47.3% |
| 7D | -48.7% | +15.5% | -64.2% | -47.5% |
| 30D | -51.9% | +18.4% | -70.3% | -51.2% |
| 3M | -43.6% | -66.7% | +23.2% | -39.1% |
| 6M | -37.5% | -52.3% | +14.8% | -38.0% |
| All | -37.5% | -45.0% | +7.5% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling