+55.6%
IOT vs AEIS
+226.2%
-170.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -4.7% | -16.4% | +11.7% | +0.9% |
| 3M | +17.8% | -11.1% | +28.9% | +15.7% |
| 6M | +16.8% | -12.0% | +28.9% | +9.2% |
| YTD | +8.4% | +30.9% | -22.4% | -22.7% |
| 1Y | -0.8% | +74.3% | -75.1% | -42.2% |
| 3Y | +25.7% | +165.2% | -139.4% | -50.0% |
| All | +55.6% | +226.2% | -170.6% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling