+2,342.0%
AEP vs IONS
+163.5%
+2,178.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +0.7% | -29.4% | +30.2% | +2.1% |
| 30D | +4.8% | -35.1% | +39.9% | +6.6% |
| 3M | +5.4% | -48.9% | +54.2% | +8.2% |
| 6M | +0.4% | -62.4% | +62.8% | +4.3% |
| YTD | +15.5% | -64.2% | +79.7% | +20.2% |
| 1Y | +8.5% | -60.9% | +69.4% | +12.4% |
| 3Y | +84.6% | -38.9% | +123.5% | +85.9% |
| 5Y | +86.9% | -15.6% | +102.5% | +84.2% |
| 10Y | +205.1% | -33.5% | +238.6% | +198.1% |
| All | +2,342.0% | +163.5% | +2,178.4% | +1,914.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling