+55.6%
IOT vs AEE
+37.9%
+17.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -4.7% | -2.0% | -2.7% | -4.5% |
| 3M | +17.8% | -2.8% | +20.6% | +17.9% |
| 6M | +16.8% | -3.6% | +20.4% | +16.9% |
| YTD | +8.4% | +7.3% | +1.1% | +6.3% |
| 1Y | -0.8% | +8.7% | -9.5% | -3.2% |
| 3Y | +25.7% | +46.0% | -20.3% | +13.3% |
| All | +55.6% | +37.9% | +17.7% | +45.5% |
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