+168.1%
IJR vs AEE
+191.1%
-23.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -4.6% | -2.9% | -1.7% | -3.5% |
| 3M | +0.2% | -2.4% | +2.6% | +0.9% |
| 6M | +14.7% | -2.7% | +17.4% | +15.4% |
| YTD | +18.9% | +7.3% | +11.6% | +15.0% |
| 1Y | +19.9% | +7.5% | +12.4% | +15.7% |
| 3Y | +53.0% | +46.2% | +6.8% | +28.8% |
| 5Y | +40.9% | +39.7% | +1.2% | +19.7% |
| All | +168.1% | +191.1% | -23.1% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling