+1,659.1%
APO vs IEF
+37.5%
+1,621.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | +5.8% | -2.0% | +7.7% | +3.9% |
| 30D | +8.9% | +0.7% | +8.2% | +9.5% |
| 3M | -13.6% | -2.5% | -11.2% | -15.7% |
| 6M | -5.4% | -2.6% | -2.8% | -7.8% |
| YTD | -13.6% | -3.2% | -10.4% | -16.3% |
| 1Y | -2.5% | -3.0% | +0.6% | -5.4% |
| 3Y | +50.9% | +10.5% | +40.3% | +66.6% |
| 5Y | +81.4% | -8.2% | +89.6% | +53.6% |
| 10Y | +843.9% | +6.7% | +837.2% | +898.9% |
| All | +1,659.1% | +37.5% | +1,621.6% | +2,395.5% |
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