-1.7%
IP vs AEE
+12.7%
-14.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | -3.0% | +2.3% | -5.4% | -3.9% |
| 30D | +10.6% | +11.6% | -1.0% | +5.9% |
| 3M | -13.6% | +5.5% | -19.1% | -15.3% |
| 6M | +10.4% | +6.0% | +4.4% | +8.0% |
| YTD | -6.5% | +16.6% | -23.1% | -15.3% |
| All | -1.7% | +12.7% | -14.4% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling