+66.4%
AEP vs INSM
+352.6%
-286.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -0.1% | -4.0% | +3.9% | 0.0% |
| 3M | -3.2% | +38.5% | -41.7% | -3.8% |
| 6M | -5.3% | -11.5% | +6.2% | -5.3% |
| YTD | +9.5% | -26.9% | +36.4% | +9.9% |
| 1Y | +17.5% | -12.8% | +30.3% | +17.5% |
| 3Y | +77.0% | +384.7% | -307.7% | +72.0% |
| 5Y | +66.4% | +368.8% | -302.4% | +56.7% |
| All | +66.4% | +352.6% | -286.2% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling