+20.9%
IBB vs AEE
+43.4%
-22.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.4% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +4.9% | -1.2% | +6.1% | +5.2% |
| 3M | +24.2% | +1.0% | +23.2% | +23.6% |
| 6M | +23.8% | -2.3% | +26.1% | +24.3% |
| YTD | +23.0% | +9.1% | +13.8% | +19.2% |
| 1Y | +46.2% | +10.6% | +35.6% | +41.0% |
| 3Y | +64.8% | +48.5% | +16.3% | +43.6% |
| 5Y | +20.9% | +39.9% | -18.9% | +5.9% |
| All | +20.9% | +43.4% | -22.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling