+22.9%
IP vs AEIS
+528.7%
-505.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.6% |
| 7D | -5.3% | +3.0% | -8.2% | -6.0% |
| 30D | -10.9% | -14.6% | +3.8% | -7.5% |
| 3M | +11.2% | -12.4% | +23.6% | +12.3% |
| 6M | -10.2% | -15.0% | +4.7% | -9.8% |
| YTD | -2.0% | +34.3% | -36.3% | -14.2% |
| 1Y | -19.1% | +87.4% | -106.5% | -36.6% |
| 3Y | +20.9% | +139.8% | -118.9% | -15.2% |
| 5Y | -17.8% | +220.7% | -238.6% | -48.6% |
| All | +22.9% | +528.7% | -505.7% | -47.1% |
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