+88.6%
INCY vs AEIS
+173.7%
-85.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.0% |
| 7D | -4.2% | +2.3% | -6.4% | -4.4% |
| 30D | +0.6% | -14.8% | +15.4% | +2.2% |
| 3M | +12.6% | -15.6% | +28.2% | +13.6% |
| 6M | +28.3% | -8.7% | +37.0% | +26.3% |
| YTD | +23.0% | +37.3% | -14.3% | +12.0% |
| 1Y | +41.0% | +80.3% | -39.4% | +21.8% |
| 3Y | +88.6% | +177.9% | -89.4% | +40.0% |
| All | +88.6% | +173.7% | -85.1% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling