+65.6%
AEP vs IONS
+51.6%
+14.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | +2.0% | -5.3% | +7.3% | +2.2% |
| 30D | +0.5% | +0.3% | +0.2% | +0.5% |
| 3M | -0.3% | -22.9% | +22.6% | +0.4% |
| 6M | -3.5% | -23.4% | +19.9% | -2.8% |
| YTD | +11.3% | -28.3% | +39.6% | +12.2% |
| 1Y | +20.2% | -7.0% | +27.3% | +20.1% |
| 3Y | +79.8% | +37.6% | +42.2% | +75.5% |
| 5Y | +65.6% | +53.4% | +12.2% | +57.1% |
| All | +65.6% | +51.6% | +14.0% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling