+129.8%
IEF vs AEIS
+1,856.9%
-1,727.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -0.3% | +3.0% | -3.3% | -0.2% |
| 30D | -0.8% | -14.6% | +13.9% | -1.2% |
| 3M | -1.0% | -12.4% | +11.5% | -1.1% |
| 6M | -2.8% | -15.0% | +12.2% | -2.9% |
| YTD | -1.5% | +34.3% | -35.8% | -0.3% |
| 1Y | -0.4% | +87.4% | -87.8% | +1.9% |
| 3Y | +9.7% | +139.8% | -130.1% | +13.5% |
| 5Y | -8.3% | +220.7% | -229.1% | -3.8% |
| 10Y | +4.6% | +531.6% | -527.0% | +14.6% |
| All | +129.8% | +1,856.9% | -1,727.0% | +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 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