+527.5%
APP vs IEF
-7.4%
+534.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.1% |
| 7D | +4.6% | -2.0% | +6.6% | +6.2% |
| 30D | +56.0% | +0.7% | +55.3% | +55.4% |
| 3M | +30.8% | -2.5% | +33.3% | +33.4% |
| 6M | -9.8% | -2.6% | -7.2% | -7.9% |
| YTD | -39.3% | -3.2% | -36.1% | -37.8% |
| 1Y | -26.4% | -3.0% | -23.4% | -24.7% |
| 3Y | +887.9% | +10.5% | +877.4% | +793.8% |
| 5Y | +264.1% | -8.2% | +272.3% | +244.7% |
| All | +527.5% | -7.4% | +534.9% | +447.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling