+22.0%
IP vs AEE
+59.5%
-37.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | -3.0% | +2.3% | -5.4% | -3.7% |
| 30D | +10.6% | +11.6% | -1.0% | +6.8% |
| 3M | -13.6% | +5.5% | -19.1% | -15.1% |
| 6M | +10.4% | +6.0% | +4.4% | +8.3% |
| YTD | -6.5% | +16.6% | -23.1% | -11.1% |
| 1Y | -2.1% | +12.1% | -14.2% | -5.8% |
| 3Y | +22.0% | +64.2% | -42.2% | +1.7% |
| All | +22.0% | +59.5% | -37.5% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling