+1,272.8%
AEP vs IBN
+1,760.3%
-487.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.9% | +1.9% | +1.0% | +2.6% |
| 30D | +3.2% | +22.1% | -18.9% | +0.6% |
| 3M | +3.8% | +17.1% | -13.3% | +1.7% |
| 6M | +2.5% | +35.5% | -33.0% | -1.4% |
| YTD | +15.5% | +16.8% | -1.3% | +12.9% |
| 1Y | +9.6% | +12.4% | -2.8% | +7.7% |
| 3Y | +91.2% | +58.0% | +33.1% | +79.0% |
| 5Y | +88.2% | +73.7% | +14.5% | +73.2% |
| 10Y | +205.1% | +385.6% | -180.5% | +138.9% |
| All | +1,272.8% | +1,760.3% | -487.6% | +724.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling