+186.5%
AEE vs IBN
+324.2%
-137.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -0.8% | -3.0% | +2.2% | -0.3% |
| 30D | -2.9% | -1.5% | -1.4% | -2.7% |
| 3M | -2.4% | +7.9% | -10.3% | -3.6% |
| 6M | -2.7% | +8.6% | -11.3% | -4.1% |
| YTD | +7.3% | -0.6% | +7.8% | +7.0% |
| 1Y | +7.5% | -7.3% | +14.9% | +8.4% |
| 3Y | +46.2% | +26.2% | +20.0% | +39.9% |
| 5Y | +39.7% | +57.8% | -18.1% | +28.3% |
| All | +186.5% | +324.2% | -137.7% | +136.4% |
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