+10.6%
IOT vs AEIS
+6.2%
+4.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.1% | +15.3% | +2.4% |
| 7D | -0.5% | -12.7% | +12.2% | -2.3% |
| 30D | +1.0% | -28.8% | +29.8% | -3.8% |
| 3M | +10.9% | -38.0% | +48.9% | +3.6% |
| 6M | +39.9% | -45.3% | +85.2% | +33.5% |
| YTD | +20.8% | +1.1% | +19.6% | +3.7% |
| 1Y | +10.6% | +8.6% | +1.9% | -6.0% |
| All | +10.6% | +6.2% | +4.3% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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