+129.6%
IEF vs AEIS
+1,911.3%
-1,781.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | 0.0% |
| 7D | +0.1% | +8.1% | -8.1% | +0.3% |
| 30D | -0.7% | -11.1% | +10.4% | -1.0% |
| 3M | -0.4% | -5.6% | +5.2% | -0.4% |
| 6M | -2.5% | -0.6% | -1.8% | -2.2% |
| YTD | -1.6% | +38.0% | -39.6% | -0.3% |
| 1Y | -1.3% | +87.2% | -88.5% | +1.0% |
| 3Y | +10.1% | +179.7% | -169.6% | +14.5% |
| 5Y | -8.3% | +241.7% | -250.1% | -3.6% |
| 10Y | +4.5% | +547.2% | -542.7% | +14.5% |
| All | +129.6% | +1,911.3% | -1,781.7% | +177.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling