+268.0%
APH vs IWD
+70.2%
+197.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -6.2% |
| 7D | -12.7% | -0.9% | -11.8% | -11.8% |
| 30D | -19.2% | +2.6% | -21.8% | -21.7% |
| 3M | -16.7% | +1.2% | -17.9% | -18.0% |
| 6M | +5.1% | +12.1% | -7.0% | -8.7% |
| YTD | +6.6% | +24.1% | -17.6% | -17.9% |
| 1Y | +3.9% | +28.5% | -24.6% | -23.1% |
| 3Y | +246.0% | +79.5% | +166.5% | +73.3% |
| 5Y | +268.0% | +70.3% | +197.7% | +98.4% |
| All | +268.0% | +70.2% | +197.8% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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