+2,136.7%
IBM vs AEIS
+2,098.8%
+37.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +0.8% |
| 7D | -1.7% | +9.5% | -11.2% | -3.2% |
| 30D | +10.1% | -17.5% | +27.6% | +12.4% |
| 3M | +4.8% | -29.3% | +34.1% | +8.9% |
| 6M | +12.6% | -34.7% | +47.3% | +16.4% |
| YTD | -13.9% | +10.7% | -24.6% | -19.1% |
| 1Y | -18.7% | +7.4% | -26.1% | -23.3% |
| 3Y | +81.9% | +161.1% | -79.2% | +45.9% |
| 5Y | +148.3% | +150.7% | -2.4% | +96.8% |
| 10Y | +143.6% | +360.8% | -217.2% | +66.8% |
| All | +2,136.7% | +2,098.8% | +37.9% | +801.5% |
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