-21.9%
INSM vs AEE
+829.7%
-851.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.3% |
| 7D | +1.7% | +1.1% | +0.7% | +1.3% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | +30.0% | -0.9% | +31.0% | +30.0% |
| 6M | -10.0% | -2.4% | -7.6% | -9.6% |
| YTD | -26.0% | +8.6% | -34.6% | -28.6% |
| 1Y | -12.5% | +10.2% | -22.7% | -16.1% |
| 3Y | +390.5% | +47.8% | +342.7% | +317.0% |
| 5Y | +357.7% | +40.1% | +317.6% | +292.3% |
| 10Y | +877.2% | +195.0% | +682.2% | +510.6% |
| All | -21.9% | +829.7% | -851.6% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling