+26.8%
IP vs AEE
+205.5%
-178.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | -3.0% | +2.3% | -5.4% | -4.0% |
| 30D | +10.6% | +11.6% | -1.0% | +5.1% |
| 3M | -13.6% | +5.5% | -19.1% | -15.8% |
| 6M | +10.4% | +6.0% | +4.4% | +7.2% |
| YTD | -6.5% | +16.6% | -23.1% | -13.4% |
| 1Y | -2.1% | +12.1% | -14.2% | -7.6% |
| 3Y | +22.0% | +64.2% | -42.2% | -5.5% |
| 5Y | -9.7% | +59.1% | -68.8% | -29.9% |
| 10Y | +26.8% | +210.2% | -183.4% | -15.0% |
| All | +26.8% | +205.5% | -178.7% | -15.0% |
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