+145.5%
IONS vs AEE
+885.6%
-740.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.0% | -22.4% | -21.8% |
| 7D | -24.8% | +2.3% | -27.2% | -25.7% |
| 30D | -31.5% | +11.6% | -43.1% | -34.9% |
| 3M | -45.2% | +5.5% | -50.7% | -46.6% |
| 6M | -59.1% | +6.0% | -65.1% | -60.2% |
| YTD | -60.8% | +16.6% | -77.4% | -63.5% |
| 1Y | -57.9% | +12.1% | -69.9% | -60.1% |
| 3Y | -34.5% | +64.2% | -98.7% | -48.2% |
| 5Y | -8.8% | +59.1% | -67.9% | -28.1% |
| 10Y | -19.2% | +210.2% | -229.4% | -56.2% |
| All | +145.5% | +885.6% | -740.1% | -6.7% |
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