+2.3%
IP vs AEIS
+6.2%
-3.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.1% | +12.7% | +2.2% |
| 7D | +3.4% | -12.7% | +16.1% | +4.2% |
| 30D | +11.2% | -28.8% | +40.1% | +13.9% |
| 3M | -14.8% | -38.0% | +23.2% | -11.8% |
| 6M | +17.3% | -45.3% | +62.6% | +21.2% |
| YTD | -6.2% | +1.1% | -7.3% | -7.2% |
| 1Y | +2.3% | +8.6% | -6.3% | +0.9% |
| All | +2.3% | +6.2% | -3.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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