-34.7%
AEIS vs IBN
+32.7%
-67.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.4% |
| 7D | +9.5% | +11.1% | -1.7% | +14.1% |
| 30D | -17.5% | +23.9% | -41.4% | -13.5% |
| 3M | -29.3% | +16.3% | -45.6% | -24.6% |
| 6M | -34.7% | +34.2% | -68.9% | -39.6% |
| All | -34.7% | +32.7% | -67.4% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling