+237.1%
AEIS vs IBN
+54.0%
+183.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.3% |
| 7D | +6.5% | -5.1% | +11.6% | +9.0% |
| 30D | -9.2% | -3.5% | -5.7% | -7.8% |
| 3M | -8.3% | +11.3% | -19.7% | -13.4% |
| 6M | -6.3% | +4.4% | -10.8% | -8.8% |
| YTD | +36.5% | -1.8% | +38.3% | +36.4% |
| 1Y | +84.8% | -8.0% | +92.7% | +89.2% |
| 3Y | +176.6% | +27.1% | +149.5% | +134.3% |
| 5Y | +237.1% | +54.5% | +182.6% | +146.7% |
| All | +237.1% | +54.0% | +183.1% | +146.7% |
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