+136.2%
IP vs AEE
+813.9%
-677.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -10.9% | -2.3% | -8.6% | -9.8% |
| 3M | +11.2% | +0.2% | +11.0% | +10.8% |
| 6M | -10.2% | -4.7% | -5.5% | -8.2% |
| YTD | -2.0% | +8.1% | -10.1% | -6.7% |
| 1Y | -19.1% | +8.5% | -27.6% | -23.2% |
| 3Y | +20.9% | +48.9% | -28.0% | -6.0% |
| 5Y | -17.8% | +39.9% | -57.7% | -34.7% |
| 10Y | +23.5% | +186.5% | -163.0% | -38.6% |
| All | +136.2% | +813.9% | -677.6% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling