+166.6%
AEIS vs IBN
+58.3%
+108.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +9.5% | +11.1% | -1.7% | +6.6% |
| 30D | -17.5% | +23.9% | -41.4% | -22.7% |
| 3M | -29.3% | +16.3% | -45.6% | -32.3% |
| 6M | -34.7% | +34.2% | -68.9% | -41.1% |
| YTD | +10.7% | +17.6% | -6.8% | +4.1% |
| 1Y | +7.4% | +13.8% | -6.5% | +1.9% |
| All | +166.6% | +58.3% | +108.3% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling