+1,135.5%
IJR vs AEIS
+702.5%
+433.0%
-58.2%
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 | -1.1% | +6.5% | -7.6% | -2.7% |
| 30D | -3.6% | -9.2% | +5.6% | -1.7% |
| 3M | +2.3% | -8.3% | +10.7% | +2.4% |
| 6M | +14.3% | -6.3% | +20.7% | +12.5% |
| YTD | +19.3% | +36.5% | -17.2% | +5.7% |
| 1Y | +22.6% | +84.8% | -62.2% | -0.3% |
| 3Y | +53.5% | +176.6% | -123.0% | +10.2% |
| 5Y | +39.9% | +237.1% | -197.2% | -5.9% |
| 10Y | +172.1% | +554.7% | -382.6% | +45.8% |
| All | +1,135.5% | +702.5% | +433.0% | +301.4% |
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