+1,045.0%
IJH vs AEE
+813.6%
+231.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | -5.0% | -2.0% | -3.1% | -4.1% |
| 3M | +0.5% | -2.8% | +3.4% | +1.6% |
| 6M | +8.2% | -3.6% | +11.8% | +9.5% |
| YTD | +12.4% | +7.3% | +5.1% | +7.8% |
| 1Y | +14.4% | +8.7% | +5.7% | +8.7% |
| 3Y | +49.5% | +46.0% | +3.5% | +20.6% |
| 5Y | +47.8% | +39.8% | +8.0% | +20.3% |
| 10Y | +180.4% | +191.4% | -11.0% | +49.1% |
| All | +1,045.0% | +813.6% | +231.4% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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