+12.2%
IOT vs AEE
+8.8%
+3.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.8% |
| 7D | -2.3% | +0.3% | -2.7% | -2.1% |
| 30D | +3.8% | -2.3% | +6.1% | +2.1% |
| 3M | +14.2% | +0.2% | +14.0% | +15.8% |
| 6M | +40.1% | -4.7% | +44.9% | +37.6% |
| YTD | +13.4% | +8.1% | +5.3% | +22.3% |
| 1Y | +12.2% | +8.5% | +3.6% | +26.8% |
| All | +12.2% | +8.8% | +3.4% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling