-8.8%
AAL vs IJH
+48.6%
-57.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.8% |
| 7D | -0.9% | -2.5% | +1.6% | +3.1% |
| 30D | -16.0% | -5.0% | -10.9% | -8.8% |
| 3M | -4.2% | +0.5% | -4.8% | -4.4% |
| 6M | +15.7% | +8.2% | +7.4% | +3.7% |
| YTD | -16.2% | +12.5% | -28.6% | -28.6% |
| 1Y | +0.2% | +14.4% | -14.1% | -16.6% |
| All | -8.8% | +48.6% | -57.4% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling