+170.5%
AEP vs IFF
-20.3%
+190.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.9% | -3.2% | +2.2% | -0.3% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | -3.3% | +8.4% | -11.7% | -5.1% |
| 6M | -4.6% | +23.0% | -27.7% | -9.5% |
| YTD | +9.4% | +25.5% | -16.1% | +3.3% |
| 1Y | +16.9% | +29.1% | -12.1% | +9.4% |
| 3Y | +76.6% | +31.7% | +45.0% | +62.0% |
| 5Y | +66.2% | -35.2% | +101.4% | +75.2% |
| All | +170.5% | -20.3% | +190.8% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling