+10.8%
AEP vs IJR
+24.2%
-13.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +0.8% | +2.3% | -1.5% | +0.5% |
| 30D | +7.9% | +2.8% | +5.1% | +7.6% |
| 3M | +1.5% | -4.6% | +6.1% | +2.0% |
| 6M | -2.6% | +5.7% | -8.3% | -3.2% |
| YTD | +14.7% | +19.9% | -5.3% | +12.4% |
| 1Y | +10.8% | +24.2% | -13.4% | +8.2% |
| All | +10.8% | +24.2% | -13.4% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling