+4,788.7%
AEM vs IJH
+1,045.0%
+3,743.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -5.0% | -2.5% | -2.6% | -4.1% |
| 30D | +8.5% | -5.0% | +13.5% | +10.8% |
| 3M | +29.3% | +0.5% | +28.7% | +29.1% |
| 6M | -12.9% | +8.2% | -21.2% | -15.3% |
| YTD | +16.8% | +12.4% | +4.3% | +12.1% |
| 1Y | +29.8% | +14.4% | +15.5% | +23.8% |
| 3Y | +336.7% | +49.5% | +287.2% | +271.5% |
| 5Y | +299.9% | +47.8% | +252.1% | +237.8% |
| 10Y | +362.2% | +180.4% | +181.8% | +184.5% |
| All | +4,788.7% | +1,045.0% | +3,743.7% | +1,987.8% |
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 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