+871.6%
APH vs IYR
+84.0%
+787.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.5% |
| 7D | -5.9% | +2.0% | -7.9% | -7.3% |
| 30D | -14.8% | +8.2% | -23.0% | -19.6% |
| 3M | -12.4% | -1.7% | -10.7% | -11.7% |
| 6M | +8.1% | -0.4% | +8.5% | +7.2% |
| YTD | +10.9% | +9.9% | +1.1% | +2.7% |
| 1Y | +8.8% | +10.4% | -1.7% | +0.3% |
| 3Y | +262.1% | +38.4% | +223.6% | +177.5% |
| 5Y | +283.1% | +5.2% | +277.9% | +259.1% |
| All | +871.6% | +84.0% | +787.6% | +538.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling