+3.6%
IEF vs AEIS
+562.2%
-558.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.1% |
| 7D | -1.3% | +2.3% | -3.6% | -1.3% |
| 30D | -1.7% | -14.8% | +13.1% | -1.9% |
| 3M | -2.5% | -15.6% | +13.1% | -2.6% |
| 6M | -3.3% | -8.7% | +5.4% | -3.2% |
| YTD | -2.8% | +37.3% | -40.2% | -2.3% |
| 1Y | -2.7% | +80.3% | -83.1% | -1.8% |
| 3Y | +8.9% | +177.9% | -169.0% | +10.8% |
| 5Y | -9.4% | +235.8% | -245.2% | -7.3% |
| All | +3.6% | +562.2% | -558.6% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling