+147.3%
IBM vs AEIS
+332.3%
-185.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.7% |
| 7D | +1.6% | +11.5% | -9.9% | -0.4% |
| 30D | +9.2% | -15.8% | +25.0% | +11.5% |
| 3M | +4.9% | -33.3% | +38.2% | +10.9% |
| 6M | +16.8% | -35.2% | +52.0% | +21.3% |
| YTD | -14.3% | +5.0% | -19.3% | -21.6% |
| 1Y | -16.7% | +8.5% | -25.2% | -24.5% |
| 3Y | +82.2% | +152.9% | -70.7% | +30.2% |
| 5Y | +149.9% | +144.6% | +5.3% | +74.3% |
| All | +147.3% | +332.3% | -185.1% | +29.0% |
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 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