+506.6%
APP vs IEF
-6.7%
+513.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -2.9% |
| 7D | +61.1% | -0.2% | +61.3% | +61.5% |
| 30D | +42.8% | +1.8% | +41.0% | +41.0% |
| 3M | +16.7% | -1.2% | +17.9% | +17.8% |
| 6M | -15.6% | -2.5% | -13.1% | -13.9% |
| YTD | -41.3% | -2.5% | -38.8% | -40.2% |
| 1Y | -39.3% | -2.3% | -37.0% | -38.2% |
| 3Y | +803.2% | +11.3% | +791.9% | +712.8% |
| 5Y | +313.2% | -7.6% | +320.7% | +288.9% |
| All | +506.6% | -6.7% | +513.3% | +426.5% |
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 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