+367.9%
INSM vs AEIS
+232.6%
+135.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.3% | +0.6% |
| 7D | +2.5% | +2.3% | +0.2% | +1.9% |
| 30D | -2.2% | -14.8% | +12.6% | +1.1% |
| 3M | +33.8% | -15.6% | +49.4% | +36.1% |
| 6M | -7.2% | -8.7% | +1.5% | -8.6% |
| YTD | -25.6% | +37.3% | -63.0% | -35.5% |
| 1Y | -11.2% | +80.3% | -91.6% | -29.9% |
| 3Y | +388.3% | +177.9% | +210.4% | +215.9% |
| All | +367.9% | +232.6% | +135.3% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling