+304.9%
AEM vs IJR
+39.9%
+264.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | -2.1% | -2.2% | 0.0% | -1.3% |
| 30D | +8.4% | -4.6% | +13.0% | +10.5% |
| 3M | +27.3% | +0.2% | +27.1% | +27.2% |
| 6M | -9.7% | +14.7% | -24.4% | -14.0% |
| YTD | +19.0% | +18.9% | +0.1% | +12.0% |
| 1Y | +31.5% | +19.9% | +11.5% | +23.4% |
| 3Y | +338.7% | +53.0% | +285.7% | +271.2% |
| All | +304.9% | +39.9% | +264.9% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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