+26.5%
IP vs AEIS
+320.4%
-293.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -0.7% |
| 7D | -5.1% | -11.3% | +6.2% | -2.9% |
| 30D | +8.5% | -32.6% | +41.1% | +18.2% |
| 3M | -13.8% | -39.2% | +25.3% | -4.5% |
| 6M | +5.7% | -45.4% | +51.1% | +18.1% |
| YTD | -9.1% | -5.8% | -3.3% | -14.6% |
| 1Y | -0.8% | -10.0% | +9.2% | -5.8% |
| 3Y | +14.8% | +121.2% | -106.4% | -20.1% |
| 5Y | -11.5% | +110.6% | -122.2% | -39.3% |
| All | +26.5% | +320.4% | -293.9% | -35.7% |
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