+301.7%
AEIS vs IBN
+1,753.3%
-1,451.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +23.2% | +5.7% | +17.5% | +21.0% |
| 30D | -17.0% | +20.5% | -37.5% | -22.7% |
| 3M | -32.2% | +15.2% | -47.4% | -35.9% |
| 6M | -32.6% | +34.5% | -67.1% | -39.8% |
| YTD | +9.4% | +16.4% | -7.0% | +2.8% |
| 1Y | +7.7% | +13.5% | -5.9% | +2.0% |
| 3Y | +157.9% | +55.4% | +102.5% | +116.3% |
| 5Y | +154.8% | +73.1% | +81.7% | +105.1% |
| 10Y | +355.2% | +383.7% | -28.5% | +146.0% |
| All | +301.7% | +1,753.3% | -1,451.6% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling