+68.5%
IBB vs AEE
+49.3%
+19.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +10.5% | -2.3% | +12.8% | +11.1% |
| 3M | +23.6% | +0.2% | +23.4% | +23.3% |
| 6M | +22.6% | -4.1% | +26.7% | +23.6% |
| YTD | +25.7% | +8.9% | +16.8% | +22.2% |
| 1Y | +51.4% | +9.3% | +42.1% | +46.9% |
| All | +68.5% | +49.3% | +19.2% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling