+1,124.6%
IJR vs AEE
+813.6%
+311.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -4.7% | -2.0% | -2.7% | -3.8% |
| 3M | +2.1% | -2.8% | +5.0% | +3.2% |
| 6M | +13.9% | -3.6% | +17.4% | +15.2% |
| YTD | +18.2% | +7.3% | +10.9% | +13.5% |
| 1Y | +21.8% | +8.7% | +13.1% | +16.0% |
| 3Y | +52.2% | +46.0% | +6.2% | +23.8% |
| 5Y | +40.1% | +39.8% | +0.3% | +14.9% |
| 10Y | +169.7% | +191.4% | -21.8% | +45.6% |
| All | +1,124.6% | +813.6% | +311.0% | +303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling