+1,428.5%
IBKR vs AEIS
+1,057.4%
+371.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | +0.7% |
| 7D | -1.3% | +2.3% | -3.6% | -2.1% |
| 30D | -0.2% | -14.8% | +14.6% | +4.4% |
| 3M | +3.0% | -15.6% | +18.5% | +6.1% |
| 6M | +33.9% | -8.7% | +42.6% | +32.9% |
| YTD | +42.5% | +37.3% | +5.2% | +24.2% |
| 1Y | +44.9% | +80.3% | -35.5% | +15.6% |
| 3Y | +293.0% | +177.9% | +115.1% | +166.7% |
| 5Y | +497.7% | +235.8% | +261.8% | +273.3% |
| 10Y | +1,004.4% | +558.6% | +445.8% | +405.1% |
| All | +1,428.5% | +1,057.4% | +371.2% | +278.9% |
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