+2,002.0%
IBM vs AEIS
+2,566.8%
-564.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -0.3% | +3.0% | -3.3% | -0.7% |
| 30D | +0.3% | -14.6% | +14.9% | +2.4% |
| 3M | -21.6% | -12.4% | -9.2% | -21.5% |
| 6M | -4.7% | -15.0% | +10.3% | -5.1% |
| YTD | -19.1% | +34.3% | -53.4% | -25.3% |
| 1Y | -2.5% | +87.4% | -89.9% | -15.0% |
| 3Y | +74.2% | +139.8% | -65.6% | +43.0% |
| 5Y | +113.1% | +220.7% | -107.6% | +64.3% |
| 10Y | +133.5% | +531.6% | -398.1% | +54.1% |
| All | +2,002.0% | +2,566.8% | -564.8% | +731.8% |
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 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