-32.6%
AAL vs IJH
+48.0%
-80.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | 0.0% |
| 7D | -0.9% | -1.9% | +0.9% | +1.9% |
| 30D | -12.9% | -4.6% | -8.2% | -6.3% |
| 3M | -11.2% | -1.2% | -10.0% | -9.2% |
| 6M | +17.8% | +9.4% | +8.4% | +4.3% |
| YTD | -15.1% | +13.3% | -28.5% | -28.4% |
| 1Y | +0.5% | +13.4% | -12.9% | -15.0% |
| 3Y | -7.7% | +50.4% | -58.1% | -47.5% |
| All | -32.6% | +48.0% | -80.6% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling