+546.3%
IBB vs AEE
+732.2%
-185.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +6.7% | +8.8% | -2.1% | +2.9% |
| 3M | +6.3% | +5.1% | +1.3% | +4.0% |
| 6M | +23.9% | +5.2% | +18.8% | +20.8% |
| YTD | +26.6% | +16.1% | +10.5% | +18.0% |
| 1Y | +29.6% | +10.4% | +19.2% | +23.4% |
| 3Y | +86.1% | +63.1% | +22.9% | +48.0% |
| 5Y | +40.3% | +55.6% | -15.2% | +12.4% |
| 10Y | +128.1% | +217.1% | -89.1% | +23.1% |
| All | +546.3% | +732.2% | -185.9% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling