+1,055.9%
IJH vs AEIS
+702.5%
+353.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -0.7% | +6.5% | -7.2% | -2.2% |
| 30D | -3.8% | -9.2% | +5.3% | -2.0% |
| 3M | 0.0% | -8.3% | +8.4% | +0.2% |
| 6M | +8.8% | -6.3% | +15.1% | +7.3% |
| YTD | +13.5% | +36.5% | -23.0% | +1.7% |
| 1Y | +15.4% | +84.8% | -69.4% | -4.5% |
| 3Y | +50.9% | +176.6% | -125.7% | +10.9% |
| 5Y | +47.8% | +237.1% | -189.3% | +2.3% |
| 10Y | +183.1% | +554.7% | -371.6% | +58.4% |
| All | +1,055.9% | +702.5% | +353.4% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling