+8.5%
AEIS vs IBN
+12.1%
-3.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +11.5% | +1.9% | +9.6% | +11.1% |
| 30D | -15.8% | +22.1% | -37.9% | -20.3% |
| 3M | -33.3% | +17.1% | -50.4% | -35.6% |
| 6M | -35.2% | +35.5% | -70.7% | -44.1% |
| YTD | +5.0% | +16.8% | -11.8% | -4.5% |
| 1Y | +8.5% | +12.4% | -3.9% | -1.1% |
| All | +8.5% | +12.1% | -3.7% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling