+551.6%
AEIS vs IFF
-20.3%
+571.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.2% |
| 7D | +2.3% | -3.2% | +5.4% | +3.9% |
| 30D | -14.8% | -0.3% | -14.5% | -15.0% |
| 3M | -15.6% | +8.4% | -24.0% | -20.6% |
| 6M | -8.7% | +23.0% | -31.7% | -20.8% |
| YTD | +37.3% | +25.5% | +11.9% | +17.0% |
| 1Y | +80.3% | +29.1% | +51.3% | +50.7% |
| 3Y | +177.9% | +31.7% | +146.3% | +121.7% |
| 5Y | +235.8% | -35.2% | +271.0% | +293.3% |
| All | +551.6% | -20.3% | +571.9% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling