+541.7%
IBB vs AEIS
+1,094.5%
-552.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | +1.4% | +3.0% | -1.5% | +0.7% |
| 30D | +10.5% | -14.6% | +25.1% | +14.1% |
| 3M | +23.6% | -12.4% | +36.1% | +24.5% |
| 6M | +22.6% | -15.0% | +37.6% | +23.0% |
| YTD | +25.7% | +34.3% | -8.6% | +12.3% |
| 1Y | +51.4% | +87.4% | -36.0% | +23.9% |
| 3Y | +64.4% | +139.8% | -75.4% | +22.9% |
| 5Y | +22.1% | +220.7% | -198.6% | -16.5% |
| 10Y | +132.5% | +531.6% | -399.1% | +23.9% |
| All | +541.7% | +1,094.5% | -552.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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