-29.0%
AAL vs IJH
+617.5%
-646.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -0.7% |
| 7D | -0.3% | +1.0% | -1.3% | -1.9% |
| 30D | -19.0% | -3.1% | -15.9% | -14.9% |
| 3M | -5.1% | +1.9% | -7.0% | -7.1% |
| 6M | +15.5% | +11.0% | +4.5% | -0.2% |
| YTD | -15.8% | +14.7% | -30.5% | -30.5% |
| 1Y | -0.3% | +15.6% | -15.9% | -18.4% |
| 3Y | -7.7% | +52.5% | -60.2% | -49.3% |
| 5Y | -32.5% | +49.1% | -81.6% | -60.4% |
| 10Y | -66.0% | +177.7% | -243.6% | -92.1% |
| All | -29.0% | +617.5% | -646.6% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling