-2.8%
IP vs AEE
+12.4%
-15.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | 0.0% | +3.0% | -3.0% | -1.2% |
| 30D | +9.4% | +11.2% | -1.9% | +4.8% |
| 3M | -14.1% | +7.0% | -21.1% | -16.3% |
| 6M | +9.2% | +5.7% | +3.5% | +6.9% |
| YTD | -7.5% | +16.2% | -23.8% | -16.2% |
| 1Y | -2.8% | +12.0% | -14.8% | -8.6% |
| All | -2.8% | +12.4% | -15.2% | -8.6% |
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