+10.8%
AEP vs INSM
-40.6%
+51.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.5% |
| 7D | +0.8% | +13.4% | -12.6% | +0.6% |
| 30D | +7.9% | +5.9% | +2.0% | +7.8% |
| 3M | +1.5% | +11.4% | -9.9% | +1.2% |
| 6M | -2.6% | -21.4% | +18.8% | -1.8% |
| YTD | +14.7% | -36.8% | +51.4% | +15.7% |
| 1Y | +10.8% | -39.8% | +50.6% | +10.2% |
| All | +10.8% | -40.6% | +51.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling