+177.9%
AEIS vs IFF
+29.0%
+149.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.1% |
| 7D | +2.3% | -3.2% | +5.4% | +3.4% |
| 30D | -14.8% | -0.3% | -14.5% | -14.9% |
| 3M | -15.6% | +8.4% | -24.0% | -19.3% |
| 6M | -8.7% | +23.0% | -31.7% | -17.9% |
| YTD | +37.3% | +25.5% | +11.9% | +21.5% |
| 1Y | +80.3% | +29.1% | +51.3% | +56.6% |
| 3Y | +177.9% | +31.7% | +146.3% | +116.9% |
| All | +177.9% | +29.0% | +149.0% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling