+170.8%
AEP vs IBN
+316.4%
-145.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.0% | -5.5% | +4.5% | -0.2% |
| 30D | -0.1% | -3.4% | +3.3% | +0.4% |
| 3M | -3.2% | +8.7% | -11.9% | -4.4% |
| 6M | -5.3% | +3.7% | -9.0% | -5.9% |
| YTD | +9.5% | -2.4% | +11.9% | +9.6% |
| 1Y | +17.5% | -8.1% | +25.6% | +18.5% |
| 3Y | +77.0% | +26.3% | +50.6% | +69.4% |
| 5Y | +66.4% | +54.9% | +11.4% | +53.7% |
| All | +170.8% | +316.4% | -145.6% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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