-3.9%
APO vs IJH
+14.9%
-18.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | 0.0% |
| 7D | -3.5% | -1.9% | -1.6% | -1.6% |
| 30D | -6.6% | -4.6% | -1.9% | -1.7% |
| 3M | -3.3% | -1.2% | -2.1% | -2.0% |
| 6M | +22.6% | +9.4% | +13.2% | +11.5% |
| YTD | -9.8% | +13.3% | -23.1% | -21.0% |
| 1Y | -3.9% | +13.4% | -17.3% | -17.0% |
| All | -3.9% | +14.9% | -18.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling