-21.9%
INSM vs AEIS
+615.1%
-637.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | +1.7% | +6.5% | -4.7% | +0.4% |
| 30D | -4.4% | -9.2% | +4.8% | -2.9% |
| 3M | +30.0% | -8.3% | +38.4% | +29.9% |
| 6M | -10.0% | -6.3% | -3.7% | -11.1% |
| YTD | -26.0% | +36.5% | -62.5% | -32.7% |
| 1Y | -12.5% | +84.8% | -97.3% | -25.6% |
| 3Y | +390.5% | +176.6% | +213.9% | +274.2% |
| 5Y | +357.7% | +237.1% | +120.6% | +232.9% |
| 10Y | +877.2% | +554.7% | +322.6% | +519.0% |
| All | -21.9% | +615.1% | -637.0% | -59.3% |
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