+971.4%
AEP vs INSM
-21.9%
+993.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +2.0% | +2.8% | -0.8% | +1.9% |
| 30D | +0.5% | -4.7% | +5.2% | +0.6% |
| 3M | -0.3% | +32.6% | -32.9% | -1.0% |
| 6M | -3.5% | -10.9% | +7.4% | -3.5% |
| YTD | +11.3% | -28.2% | +39.5% | +11.7% |
| 1Y | +20.2% | -14.9% | +35.1% | +20.2% |
| 3Y | +79.8% | +375.6% | -295.8% | +71.3% |
| 5Y | +65.6% | +349.1% | -283.5% | +57.0% |
| 10Y | +169.3% | +796.6% | -627.3% | +145.4% |
| All | +971.4% | -21.9% | +993.3% | +773.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling