+963.1%
AEP vs IJR
+1,130.2%
-167.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +1.5% | -3.6% | +5.1% | +2.9% |
| 3M | -1.7% | +2.3% | -4.0% | -2.7% |
| 6M | -4.0% | +14.3% | -18.4% | -9.2% |
| YTD | +10.6% | +19.3% | -8.7% | +2.8% |
| 1Y | +18.6% | +22.6% | -4.0% | +8.7% |
| 3Y | +78.7% | +53.5% | +25.2% | +46.1% |
| 5Y | +65.1% | +39.9% | +25.2% | +38.2% |
| 10Y | +177.7% | +172.1% | +5.7% | +63.1% |
| All | +963.1% | +1,130.2% | -167.1% | +196.1% |
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