+367.9%
INSM vs AEE
+38.7%
+329.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -0.8% | +3.2% | +2.7% |
| 30D | -2.2% | -2.9% | +0.7% | -1.5% |
| 3M | +33.8% | -2.4% | +36.2% | +34.2% |
| 6M | -7.2% | -2.7% | -4.5% | -6.8% |
| YTD | -25.6% | +7.3% | -32.9% | -27.2% |
| 1Y | -11.2% | +7.5% | -18.8% | -13.3% |
| 3Y | +388.3% | +46.2% | +342.1% | +342.8% |
| All | +367.9% | +38.7% | +329.2% | +352.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling