+24.4%
IOT vs AEIS
+173.7%
-149.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.1% |
| 7D | -4.5% | +2.3% | -6.8% | -5.0% |
| 30D | -2.4% | -14.8% | +12.4% | +0.1% |
| 3M | +19.0% | -15.6% | +34.6% | +20.2% |
| 6M | +19.6% | -8.7% | +28.3% | +13.6% |
| YTD | +8.3% | +37.3% | -29.1% | -16.7% |
| 1Y | -0.8% | +80.3% | -81.1% | -34.2% |
| 3Y | +24.4% | +177.9% | -153.5% | -40.6% |
| All | +24.4% | +173.7% | -149.3% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling