+12.2%
IOT vs AEIS
+93.3%
-81.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +4.0% |
| 7D | -2.3% | +3.0% | -5.3% | -2.1% |
| 30D | +3.8% | -14.6% | +18.4% | +2.1% |
| 3M | +14.2% | -12.4% | +26.6% | +13.4% |
| 6M | +40.1% | -15.0% | +55.1% | +38.4% |
| YTD | +13.4% | +34.3% | -20.9% | -4.9% |
| 1Y | +12.2% | +87.4% | -75.2% | -23.2% |
| All | +12.2% | +93.3% | -81.2% | -23.2% |
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