+76.6%
AEP vs IJR
+52.1%
+24.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.9% | -2.2% | +1.2% | -0.6% |
| 30D | -1.1% | -4.6% | +3.5% | -0.4% |
| 3M | -3.3% | +0.2% | -3.5% | -3.3% |
| 6M | -4.6% | +14.7% | -19.4% | -6.4% |
| YTD | +9.4% | +18.9% | -9.4% | +6.8% |
| 1Y | +16.9% | +19.9% | -3.0% | +13.9% |
| 3Y | +76.6% | +53.0% | +23.6% | +52.3% |
| All | +76.6% | +52.1% | +24.6% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling