+120.6%
IBM vs AEIS
+238.7%
-118.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.5% |
| 7D | +3.6% | +6.5% | -2.9% | +2.9% |
| 30D | +1.5% | -9.2% | +10.7% | +2.3% |
| 3M | -12.9% | -8.3% | -4.6% | -13.6% |
| 6M | -3.9% | -6.3% | +2.4% | -6.0% |
| YTD | -17.3% | +36.5% | -53.8% | -25.2% |
| 1Y | -5.0% | +84.8% | -89.8% | -19.4% |
| 3Y | +78.2% | +176.6% | -98.4% | +35.5% |
| 5Y | +120.6% | +237.1% | -116.5% | +56.8% |
| All | +120.6% | +238.7% | -118.1% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling