+285.2%
APH vs IYR
+6.0%
+279.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | -5.4% | +6.6% | -12.0% | -9.3% |
| 3M | -5.5% | -1.8% | -3.6% | -4.5% |
| 6M | +25.9% | +1.4% | +24.5% | +23.5% |
| YTD | +16.4% | +10.5% | +5.8% | +7.7% |
| 1Y | +16.5% | +10.6% | +5.9% | +7.7% |
| 3Y | +270.9% | +41.8% | +229.0% | +178.6% |
| All | +285.2% | +6.0% | +279.2% | +273.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling