+203.2%
AEP vs IONS
-27.6%
+230.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.4% | +0.9% |
| 7D | -0.8% | -30.3% | +29.5% | +0.9% |
| 30D | +4.9% | -37.7% | +42.6% | +7.4% |
| 3M | +4.9% | -50.5% | +55.4% | +8.7% |
| 6M | -0.3% | -62.8% | +62.5% | +4.7% |
| YTD | +14.3% | -64.4% | +78.6% | +20.2% |
| 1Y | +7.5% | -59.5% | +67.0% | +12.2% |
| 3Y | +82.6% | -39.2% | +121.8% | +84.0% |
| 5Y | +81.5% | -15.3% | +96.8% | +76.5% |
| 10Y | +203.2% | -31.2% | +234.3% | +199.1% |
| All | +203.2% | -27.6% | +230.8% | +199.1% |
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