+13,555.1%
APH vs IWF
+727.1%
+12,828.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | +0.5% | +4.4% | +4.3% |
| 30D | -3.9% | -0.4% | -3.5% | -3.5% |
| 3M | +13.0% | -2.6% | +15.6% | +16.5% |
| 6M | +25.2% | +9.1% | +16.0% | +14.3% |
| YTD | +22.9% | +4.5% | +18.5% | +18.0% |
| 1Y | +47.8% | +10.1% | +37.8% | +34.6% |
| 3Y | +283.0% | +77.6% | +205.4% | +110.8% |
| 5Y | +349.7% | +73.7% | +275.9% | +147.7% |
| 10Y | +1,061.2% | +411.5% | +649.7% | +84.2% |
| All | +13,555.1% | +727.1% | +12,828.1% | +1,229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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