+150.7%
AEIS vs IBN
+74.4%
+76.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +9.5% | +11.1% | -1.7% | +4.5% |
| 30D | -17.5% | +23.9% | -41.4% | -25.6% |
| 3M | -29.3% | +16.3% | -45.6% | -34.4% |
| 6M | -34.7% | +34.2% | -68.9% | -43.8% |
| YTD | +10.7% | +17.6% | -6.8% | +1.4% |
| 1Y | +7.4% | +13.8% | -6.5% | -0.2% |
| 3Y | +161.1% | +57.0% | +104.1% | +95.8% |
| 5Y | +150.7% | +75.3% | +75.4% | +68.9% |
| All | +150.7% | +74.4% | +76.3% | +68.9% |
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