+285.7%
AEIS vs IBN
+1,760.3%
-1,474.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +11.5% | +1.9% | +9.6% | +10.8% |
| 30D | -15.8% | +22.1% | -37.9% | -22.0% |
| 3M | -33.3% | +17.1% | -50.4% | -37.4% |
| 6M | -35.2% | +35.5% | -70.7% | -42.3% |
| YTD | +5.0% | +16.8% | -11.8% | -1.4% |
| 1Y | +8.5% | +12.4% | -3.9% | +3.2% |
| 3Y | +152.9% | +58.0% | +94.8% | +110.8% |
| 5Y | +144.6% | +73.7% | +70.9% | +96.7% |
| 10Y | +337.1% | +385.6% | -48.4% | +135.8% |
| All | +285.7% | +1,760.3% | -1,474.6% | -14.1% |
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