+170.5%
AEP vs INSM
+884.9%
-714.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.0% |
| 30D | -1.1% | -2.2% | +1.1% | -1.0% |
| 3M | -3.3% | +33.8% | -37.1% | -3.9% |
| 6M | -4.6% | -7.2% | +2.5% | -4.7% |
| YTD | +9.4% | -25.6% | +35.1% | +9.8% |
| 1Y | +16.9% | -11.2% | +28.2% | +16.8% |
| 3Y | +76.6% | +388.3% | -311.7% | +68.9% |
| 5Y | +66.2% | +376.6% | -310.5% | +57.8% |
| All | +170.5% | +884.9% | -714.4% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling