+23.7%
IP vs AEIS
+347.9%
-324.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | 0.0% | -6.9% | +6.9% | +1.3% |
| 30D | +9.4% | -23.2% | +32.6% | +15.3% |
| 3M | -14.1% | -29.5% | +15.4% | -8.3% |
| 6M | +9.2% | -37.9% | +47.1% | +18.0% |
| YTD | -7.5% | +6.0% | -13.5% | -15.7% |
| 1Y | -2.8% | +1.2% | -4.0% | -10.4% |
| 3Y | +21.2% | +150.0% | -128.7% | -18.1% |
| 5Y | -11.5% | +141.9% | -153.4% | -41.4% |
| 10Y | +23.7% | +356.2% | -332.5% | -39.6% |
| All | +23.7% | +347.9% | -324.3% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling