+990.2%
IBKR vs AEIS
+562.2%
+428.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | +0.6% |
| 7D | -1.3% | +2.3% | -3.6% | -2.1% |
| 30D | -0.2% | -14.8% | +14.6% | +4.5% |
| 3M | +3.0% | -15.6% | +18.5% | +6.2% |
| 6M | +33.9% | -8.7% | +42.6% | +32.6% |
| YTD | +42.5% | +37.3% | +5.2% | +22.7% |
| 1Y | +44.9% | +80.3% | -35.5% | +13.6% |
| 3Y | +293.0% | +177.9% | +115.1% | +158.8% |
| 5Y | +497.7% | +235.8% | +261.8% | +259.7% |
| All | +990.2% | +562.2% | +428.0% | +368.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling