+117.2%
IP vs AEE
+875.2%
-758.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.8% |
| 7D | -5.0% | +2.4% | -7.3% | -6.2% |
| 30D | +6.5% | +10.9% | -4.4% | +0.5% |
| 3M | -18.0% | +4.3% | -22.3% | -20.0% |
| 6M | +10.3% | +2.5% | +7.8% | +8.3% |
| YTD | -9.9% | +15.3% | -25.2% | -17.3% |
| 1Y | -1.1% | +14.6% | -15.6% | -8.8% |
| 3Y | +13.0% | +57.5% | -44.5% | -14.6% |
| 5Y | -12.3% | +52.9% | -65.2% | -33.7% |
| 10Y | +26.8% | +205.0% | -178.1% | -39.1% |
| All | +117.2% | +875.2% | -758.0% | -47.5% |
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 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