+87.4%
AEIS vs IFF
+34.4%
+52.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.3% |
| 30D | -14.6% | -2.0% | -12.7% | -14.3% |
| 3M | -12.4% | +18.5% | -31.0% | -17.2% |
| 6M | -15.0% | +11.7% | -26.6% | -18.0% |
| YTD | +34.3% | +29.6% | +4.7% | +22.5% |
| 1Y | +87.4% | +35.0% | +52.4% | +61.9% |
| All | +87.4% | +34.4% | +52.9% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling