+129.0%
IEF vs AEE
+613.4%
-484.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.3% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | -1.0% | -0.9% | -0.1% | -1.0% |
| 6M | -3.1% | -2.4% | -0.7% | -3.1% |
| YTD | -1.9% | +8.6% | -10.5% | -1.7% |
| 1Y | -1.4% | +10.2% | -11.5% | -1.1% |
| 3Y | +9.8% | +47.8% | -38.0% | +11.0% |
| 5Y | -8.8% | +40.1% | -48.9% | -7.8% |
| 10Y | +4.7% | +195.0% | -190.3% | +10.3% |
| All | +129.0% | +613.4% | -484.5% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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