+1,213.0%
AEP vs IBN
+1,532.9%
-319.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -0.8% | -0.3% | -0.5% | -0.8% |
| 3M | -1.8% | +17.1% | -18.9% | -3.8% |
| 6M | -5.4% | +3.4% | -8.8% | -5.9% |
| YTD | +10.4% | +2.5% | +7.9% | +9.8% |
| 1Y | +18.2% | -4.2% | +22.3% | +18.4% |
| 3Y | +79.0% | +32.4% | +46.6% | +71.4% |
| 5Y | +64.8% | +59.2% | +5.7% | +53.3% |
| 10Y | +170.8% | +345.7% | -174.8% | +114.2% |
| All | +1,213.0% | +1,532.9% | -319.9% | +701.7% |
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