+133.1%
IBB vs AEE
+216.2%
-83.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | +0.2% | -1.5% | -1.4% |
| 30D | +6.8% | +9.7% | -2.9% | +3.9% |
| 3M | +9.2% | +5.8% | +3.4% | +7.3% |
| 6M | +28.3% | +4.5% | +23.9% | +26.3% |
| YTD | +29.4% | +15.8% | +13.5% | +23.2% |
| 1Y | +33.2% | +10.8% | +22.4% | +28.6% |
| 3Y | +90.2% | +62.8% | +27.4% | +61.8% |
| 5Y | +44.0% | +56.1% | -12.1% | +23.2% |
| 10Y | +133.1% | +216.4% | -83.4% | +79.4% |
| All | +133.1% | +216.2% | -83.2% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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