+13.4%
IJH vs AME
+29.6%
-16.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.7% |
| 7D | -1.9% | +1.7% | -3.6% | -2.6% |
| 30D | -4.6% | -6.4% | +1.8% | -1.8% |
| 3M | -1.2% | +7.1% | -8.2% | -4.5% |
| 6M | +9.4% | +8.2% | +1.2% | +4.8% |
| YTD | +13.3% | +18.2% | -4.8% | +5.1% |
| 1Y | +13.4% | +26.7% | -13.4% | +4.0% |
| All | +13.4% | +29.6% | -16.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling