+211.7%
AEP vs IONS
-32.1%
+243.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.1% |
| 7D | +2.9% | -26.3% | +29.2% | +4.4% |
| 30D | +3.2% | -31.9% | +35.1% | +5.2% |
| 3M | +3.8% | -48.0% | +51.8% | +7.4% |
| 6M | +2.5% | -62.6% | +65.1% | +7.8% |
| YTD | +15.5% | -63.3% | +78.7% | +21.4% |
| 1Y | +9.6% | -58.4% | +68.0% | +14.4% |
| 3Y | +91.2% | -38.2% | +129.4% | +92.5% |
| 5Y | +88.2% | -11.1% | +99.3% | +82.2% |
| All | +211.7% | -32.1% | +243.8% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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