+557.6%
IBB vs AEIS
+842.7%
-285.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +0.8% | -6.9% | +7.7% | +2.0% |
| 30D | +5.2% | -23.2% | +28.4% | +10.7% |
| 3M | +8.6% | -29.5% | +38.1% | +15.5% |
| 6M | +27.8% | -37.9% | +65.7% | +37.0% |
| YTD | +28.8% | +6.0% | +22.8% | +19.8% |
| 1Y | +36.4% | +1.2% | +35.2% | +28.0% |
| 3Y | +89.3% | +150.0% | -60.6% | +38.2% |
| 5Y | +43.3% | +141.9% | -98.6% | +3.2% |
| 10Y | +130.6% | +356.2% | -225.5% | +30.7% |
| All | +557.6% | +842.7% | -285.1% | +110.1% |
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