+6,252.6%
APH vs IWF
+727.1%
+5,525.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -48.4% |
| 7D | -48.7% | -0.4% | -48.3% | -48.8% |
| 30D | -51.9% | -0.4% | -51.6% | -52.0% |
| 3M | -43.6% | -2.6% | -40.9% | -42.1% |
| 6M | -37.5% | +9.1% | -46.7% | -43.2% |
| YTD | -38.6% | +4.5% | -43.1% | -41.4% |
| 1Y | -26.3% | +10.1% | -36.4% | -33.3% |
| 3Y | +89.2% | +77.6% | +11.6% | +3.6% |
| 5Y | +119.8% | +73.7% | +46.1% | +20.4% |
| 10Y | +454.3% | +411.5% | +42.7% | -12.6% |
| All | +6,252.6% | +727.1% | +5,525.6% | +515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling