+564.9%
IBB vs AEIS
+832.6%
-267.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.3% | -8.5% | +0.2% |
| 7D | +2.7% | +1.0% | +1.7% | +1.9% |
| 30D | +6.3% | -24.0% | +30.4% | +12.2% |
| 3M | +11.1% | -32.5% | +43.6% | +19.3% |
| 6M | +29.2% | -38.6% | +67.8% | +38.9% |
| YTD | +30.2% | +4.8% | +25.4% | +21.4% |
| 1Y | +39.5% | +1.3% | +38.2% | +30.9% |
| 3Y | +92.3% | +159.2% | -66.9% | +39.1% |
| 5Y | +43.0% | +140.8% | -97.8% | +3.1% |
| 10Y | +137.1% | +349.8% | -212.7% | +34.8% |
| All | +564.9% | +832.6% | -267.7% | +113.0% |
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