+18.4%
IP vs AEIS
+355.8%
-337.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -2.4% |
| 7D | -2.8% | +9.5% | -12.2% | -5.2% |
| 30D | +9.2% | -17.5% | +26.7% | +13.0% |
| 3M | -16.1% | -29.3% | +13.1% | -10.5% |
| 6M | +9.6% | -34.7% | +44.3% | +16.9% |
| YTD | -8.8% | +10.7% | -19.5% | -17.8% |
| 1Y | -5.5% | +7.4% | -12.9% | -14.3% |
| 3Y | +19.6% | +161.1% | -141.5% | -20.2% |
| 5Y | -13.5% | +150.7% | -164.2% | -43.2% |
| All | +18.4% | +355.8% | -337.4% | -43.4% |
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