+80.3%
AEIS vs IFF
+33.4%
+47.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.0% |
| 7D | +2.3% | -3.2% | +5.4% | +2.9% |
| 30D | -14.8% | -0.3% | -14.5% | -14.9% |
| 3M | -15.6% | +8.4% | -24.0% | -18.1% |
| 6M | -8.7% | +23.0% | -31.7% | -15.2% |
| YTD | +37.3% | +25.5% | +11.9% | +26.0% |
| 1Y | +80.3% | +29.1% | +51.3% | +54.1% |
| All | +80.3% | +33.4% | +47.0% | +54.1% |
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