+1,012.0%
AEE vs IBN
+1,532.9%
-521.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -2.3% | -0.3% | -1.9% | -2.3% |
| 3M | +0.2% | +17.1% | -16.9% | -1.8% |
| 6M | -4.7% | +3.4% | -8.1% | -5.3% |
| YTD | +8.1% | +2.5% | +5.6% | +7.5% |
| 1Y | +8.5% | -4.2% | +12.7% | +8.8% |
| 3Y | +48.9% | +32.4% | +16.5% | +42.5% |
| 5Y | +39.9% | +59.2% | -19.3% | +29.9% |
| 10Y | +186.5% | +345.7% | -159.1% | +125.4% |
| All | +1,012.0% | +1,532.9% | -521.0% | +605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling