+170.5%
AEP vs IJH
+184.0%
-13.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.9% | -1.9% | +0.9% | -0.3% |
| 30D | -1.1% | -4.6% | +3.6% | +0.5% |
| 3M | -3.3% | -1.2% | -2.1% | -3.0% |
| 6M | -4.6% | +9.4% | -14.0% | -7.7% |
| YTD | +9.4% | +13.3% | -3.9% | +4.4% |
| 1Y | +16.9% | +13.4% | +3.6% | +11.4% |
| 3Y | +76.6% | +50.4% | +26.2% | +48.8% |
| 5Y | +66.2% | +49.0% | +17.2% | +38.6% |
| All | +170.5% | +184.0% | -13.5% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling