+67.9%
AEP vs IOT
+54.4%
+13.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -1.0% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -0.1% | -4.7% | +4.6% | -0.1% |
| 3M | -3.2% | +17.8% | -21.0% | -3.1% |
| 6M | -5.3% | +16.8% | -22.1% | -5.2% |
| YTD | +9.5% | +8.4% | +1.1% | +9.8% |
| 1Y | +17.5% | -0.8% | +18.3% | +17.8% |
| 3Y | +77.0% | +25.7% | +51.2% | +75.3% |
| All | +67.9% | +54.4% | +13.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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