+53.4%
IONS vs AEE
+43.4%
+10.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.6% |
| 7D | -5.3% | +1.3% | -6.6% | -5.6% |
| 30D | +0.3% | -1.2% | +1.5% | +0.5% |
| 3M | -22.9% | +1.0% | -23.9% | -22.9% |
| 6M | -23.4% | -2.3% | -21.1% | -22.9% |
| YTD | -28.3% | +9.1% | -37.4% | -29.8% |
| 1Y | -7.0% | +10.6% | -17.6% | -9.2% |
| 3Y | +37.6% | +48.5% | -10.9% | +24.4% |
| 5Y | +53.4% | +39.9% | +13.5% | +40.7% |
| All | +53.4% | +43.4% | +10.0% | +40.7% |
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