+2,693.7%
AEIS vs IFF
+247.9%
+2,445.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -0.2% | -2.8% | +2.6% | +1.3% |
| 30D | -16.4% | -1.1% | -15.3% | -16.2% |
| 3M | -11.1% | +13.8% | -25.0% | -18.6% |
| 6M | -12.0% | +16.7% | -28.7% | -21.7% |
| YTD | +30.9% | +26.1% | +4.7% | +11.1% |
| 1Y | +74.3% | +33.5% | +40.8% | +42.9% |
| 3Y | +165.2% | +31.6% | +133.6% | +113.1% |
| 5Y | +220.0% | -34.9% | +254.9% | +265.6% |
| 10Y | +527.7% | -20.3% | +548.0% | +516.5% |
| All | +2,693.7% | +247.9% | +2,445.8% | +1,113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling