+1,055.9%
IJH vs AME
+9,783.5%
-8,727.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | -0.7% | +1.3% | -2.1% | -1.5% |
| 30D | -3.8% | -6.6% | +2.7% | -0.1% |
| 3M | 0.0% | +3.0% | -2.9% | -1.9% |
| 6M | +8.8% | +5.3% | +3.5% | +5.0% |
| YTD | +13.5% | +15.4% | -1.9% | +3.9% |
| 1Y | +15.4% | +26.8% | -11.4% | -0.3% |
| 3Y | +50.9% | +56.5% | -5.6% | +14.2% |
| 5Y | +47.8% | +85.2% | -37.5% | +1.4% |
| 10Y | +183.1% | +428.5% | -245.5% | +7.9% |
| All | +1,055.9% | +9,783.5% | -8,727.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling