+55.4%
IOT vs AEE
+37.8%
+17.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -4.5% | -0.8% | -3.8% | -4.5% |
| 30D | -2.4% | -2.9% | +0.5% | -2.2% |
| 3M | +19.0% | -2.4% | +21.4% | +19.0% |
| 6M | +19.6% | -2.7% | +22.3% | +19.5% |
| YTD | +8.3% | +7.3% | +1.0% | +6.2% |
| 1Y | -0.8% | +7.5% | -8.4% | -2.9% |
| 3Y | +24.4% | +46.2% | -21.8% | +12.0% |
| All | +55.4% | +37.8% | +17.6% | +45.3% |
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