+143.3%
IBM vs AEIS
+144.8%
-1.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.3% | -10.9% | -0.5% |
| 7D | -2.5% | +1.0% | -3.5% | -2.9% |
| 30D | +8.4% | -24.0% | +32.4% | +10.6% |
| 3M | +4.5% | -32.5% | +37.0% | +7.4% |
| 6M | +7.9% | -38.6% | +46.5% | +11.0% |
| YTD | -15.2% | +4.8% | -20.1% | -21.7% |
| 1Y | -17.6% | +1.3% | -18.9% | -23.5% |
| 3Y | +82.1% | +159.2% | -77.2% | +36.7% |
| 5Y | +143.3% | +140.8% | +2.5% | +79.9% |
| All | +143.3% | +144.8% | -1.5% | +79.9% |
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 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