+13.8%
IP vs AEE
+57.6%
-43.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -5.0% | +2.4% | -7.3% | -5.7% |
| 30D | +6.5% | +10.9% | -4.4% | +3.0% |
| 3M | -18.0% | +4.3% | -22.3% | -19.2% |
| 6M | +10.3% | +2.5% | +7.8% | +9.3% |
| YTD | -9.9% | +15.3% | -25.2% | -14.0% |
| 1Y | -1.1% | +14.6% | -15.6% | -5.4% |
| All | +13.8% | +57.6% | -43.8% | -2.5% |
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