+360.1%
IONS vs AEE
+813.9%
-453.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -4.8% | +0.3% | -5.2% | -5.0% |
| 30D | +7.2% | -2.3% | +9.5% | +8.2% |
| 3M | -22.7% | +0.2% | -22.9% | -22.7% |
| 6M | -26.9% | -4.7% | -22.1% | -25.5% |
| YTD | -26.6% | +8.1% | -34.7% | -29.2% |
| 1Y | -2.1% | +8.5% | -10.7% | -5.9% |
| 3Y | +43.4% | +48.9% | -5.5% | +18.4% |
| 5Y | +47.0% | +39.9% | +7.1% | +22.6% |
| 10Y | +97.2% | +186.5% | -89.4% | +10.5% |
| All | +360.1% | +813.9% | -453.8% | +80.9% |
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