+215.0%
AEE vs IBN
+385.6%
-170.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +9.7% | +22.1% | -12.4% | +6.4% |
| 3M | +5.9% | +17.1% | -11.2% | +3.3% |
| 6M | +6.7% | +35.5% | -28.8% | +1.8% |
| YTD | +17.4% | +16.8% | +0.5% | +14.2% |
| 1Y | +12.7% | +12.4% | +0.3% | +10.3% |
| 3Y | +68.2% | +58.0% | +10.2% | +55.3% |
| 5Y | +57.3% | +73.7% | -16.4% | +42.2% |
| All | +215.0% | +385.6% | -170.6% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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