+2,217.8%
AEP vs IFF
+833.5%
+1,384.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +0.9% | -3.0% | +3.9% | +1.6% |
| 30D | +1.5% | -0.9% | +2.4% | +1.7% |
| 3M | -1.7% | +11.8% | -13.5% | -4.8% |
| 6M | -4.0% | +16.5% | -20.6% | -8.9% |
| YTD | +10.6% | +26.5% | -15.9% | +2.7% |
| 1Y | +18.6% | +32.7% | -14.1% | +8.4% |
| 3Y | +78.7% | +32.0% | +46.7% | +60.7% |
| 5Y | +65.1% | -36.1% | +101.2% | +74.3% |
| 10Y | +177.7% | -20.1% | +197.8% | +163.0% |
| All | +2,217.8% | +833.5% | +1,384.3% | +988.2% |
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