+4,788.7%
AEM vs IJR
+1,119.4%
+3,669.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -5.0% | -2.3% | -2.7% | -4.3% |
| 30D | +8.5% | -4.7% | +13.2% | +10.2% |
| 3M | +29.3% | +2.1% | +27.1% | +28.4% |
| 6M | -12.9% | +13.9% | -26.8% | -16.2% |
| YTD | +16.8% | +18.2% | -1.5% | +11.1% |
| 1Y | +29.8% | +21.8% | +8.0% | +22.4% |
| 3Y | +336.7% | +52.2% | +284.5% | +280.1% |
| 5Y | +299.9% | +40.1% | +259.8% | +253.5% |
| 10Y | +362.2% | +169.7% | +192.6% | +213.1% |
| All | +4,788.7% | +1,119.4% | +3,669.4% | +2,211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling