+811.2%
AEE vs IFF
+225.1%
+586.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | -2.8% | +13.8% | -16.7% | -6.5% |
| 6M | -3.6% | +16.7% | -20.2% | -8.6% |
| YTD | +7.3% | +26.1% | -18.8% | -0.6% |
| 1Y | +8.7% | +33.5% | -24.8% | -1.1% |
| 3Y | +46.0% | +31.6% | +14.4% | +30.6% |
| 5Y | +39.8% | -34.9% | +74.6% | +47.4% |
| 10Y | +191.4% | -20.3% | +211.7% | +176.7% |
| All | +811.2% | +225.1% | +586.1% | +446.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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