+15.9%
IP vs AEE
+219.0%
-203.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +6.7% | +8.8% | -2.1% | +2.6% |
| 3M | -16.6% | +5.1% | -21.6% | -18.5% |
| 6M | +6.0% | +5.2% | +0.8% | +3.3% |
| YTD | -10.7% | +16.1% | -26.7% | -17.1% |
| 1Y | -6.7% | +10.4% | -17.1% | -11.3% |
| 3Y | +17.1% | +63.1% | -46.0% | -9.0% |
| 5Y | -14.6% | +55.6% | -70.1% | -32.9% |
| All | +15.9% | +219.0% | -203.0% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling