-34.5%
IONS vs AEE
+59.5%
-94.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.0% | -22.4% | -21.6% |
| 7D | -24.8% | +2.3% | -27.2% | -25.3% |
| 30D | -31.5% | +11.6% | -43.1% | -33.6% |
| 3M | -45.2% | +5.5% | -50.7% | -46.0% |
| 6M | -59.1% | +6.0% | -65.1% | -59.6% |
| YTD | -60.8% | +16.6% | -77.4% | -62.1% |
| 1Y | -57.9% | +12.1% | -69.9% | -58.9% |
| 3Y | -34.5% | +64.2% | -98.7% | -43.0% |
| All | -34.5% | +59.5% | -94.0% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling