+378.5%
APP vs IEF
-5.9%
+384.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -10.0% | -0.7% | -9.3% | -9.5% |
| 3M | -44.6% | -0.4% | -44.2% | -44.4% |
| 6M | -37.9% | -2.5% | -35.4% | -36.7% |
| YTD | -53.7% | -1.6% | -52.1% | -53.1% |
| 1Y | -43.0% | -1.3% | -41.7% | -42.4% |
| 3Y | +640.8% | +10.1% | +630.7% | +573.6% |
| 5Y | +358.8% | -8.3% | +367.1% | +329.8% |
| All | +378.5% | -5.9% | +384.4% | +312.4% |
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