+116.3%
IONS vs AEE
+881.3%
-765.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -29.6% | +0.6% | -30.2% | -29.9% |
| 30D | -35.6% | +8.8% | -44.4% | -38.0% |
| 3M | -51.7% | +5.1% | -56.7% | -52.8% |
| 6M | -64.0% | +5.2% | -69.1% | -64.8% |
| YTD | -65.5% | +16.1% | -81.6% | -67.8% |
| 1Y | -62.4% | +10.4% | -72.9% | -64.2% |
| 3Y | -41.1% | +63.1% | -104.2% | -53.3% |
| 5Y | -16.5% | +55.6% | -72.0% | -33.4% |
| 10Y | -35.8% | +217.1% | -253.0% | -65.6% |
| All | +116.3% | +881.3% | -765.0% | -17.7% |
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 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