+40.1%
AEE vs IBN
+54.0%
-13.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.1% | -5.1% | +6.2% | +1.8% |
| 30D | 0.0% | -3.5% | +3.5% | +0.5% |
| 3M | -0.9% | +11.3% | -12.2% | -2.5% |
| 6M | -2.4% | +4.4% | -6.8% | -3.2% |
| YTD | +8.6% | -1.8% | +10.4% | +8.6% |
| 1Y | +10.2% | -8.0% | +18.1% | +11.1% |
| 3Y | +47.8% | +27.1% | +20.8% | +41.2% |
| 5Y | +40.1% | +54.5% | -14.4% | +29.9% |
| All | +40.1% | +54.0% | -13.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling