+179.3%
IJH vs AEIS
+562.2%
-382.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | -0.7% |
| 7D | -1.9% | +2.3% | -4.1% | -2.6% |
| 30D | -4.6% | -14.8% | +10.2% | -0.3% |
| 3M | -1.2% | -15.6% | +14.4% | +1.6% |
| 6M | +9.4% | -8.7% | +18.1% | +7.7% |
| YTD | +13.3% | +37.3% | -24.0% | -3.8% |
| 1Y | +13.4% | +80.3% | -67.0% | -13.4% |
| 3Y | +50.4% | +177.9% | -127.5% | -5.1% |
| 5Y | +49.0% | +235.8% | -186.9% | -14.4% |
| All | +179.3% | +562.2% | -382.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling