+952.9%
AEP vs IJH
+1,045.0%
-92.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | -1.0% | -2.5% | +1.5% | +0.2% |
| 30D | -0.1% | -5.0% | +4.9% | +2.3% |
| 3M | -3.2% | +0.5% | -3.7% | -3.6% |
| 6M | -5.3% | +8.2% | -13.5% | -9.1% |
| YTD | +9.5% | +12.4% | -2.9% | +3.1% |
| 1Y | +17.5% | +14.4% | +3.1% | +9.4% |
| 3Y | +77.0% | +49.5% | +27.5% | +41.7% |
| 5Y | +66.4% | +47.8% | +18.6% | +31.6% |
| 10Y | +175.1% | +180.4% | -5.3% | +47.5% |
| All | +952.9% | +1,045.0% | -92.1% | +135.1% |
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