+1,777.9%
APO vs IEF
+39.8%
+1,738.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.9% | -0.7% | +4.6% | +3.1% |
| 3M | +3.8% | -0.4% | +4.2% | +3.3% |
| 6M | +22.3% | -2.5% | +24.8% | +19.2% |
| YTD | -7.8% | -1.6% | -6.2% | -9.2% |
| 1Y | -0.3% | -1.3% | +1.0% | -1.6% |
| 3Y | +57.1% | +10.1% | +47.0% | +72.1% |
| 5Y | +137.0% | -8.3% | +145.3% | +98.5% |
| 10Y | +946.8% | +4.5% | +942.4% | +976.3% |
| All | +1,777.9% | +39.8% | +1,738.1% | +2,607.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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