+17.6%
IP vs AEIS
+332.3%
-314.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.4% |
| 7D | -0.3% | +11.5% | -11.8% | -3.1% |
| 30D | +7.9% | -15.8% | +23.7% | +11.1% |
| 3M | -15.3% | -33.3% | +18.0% | -8.3% |
| 6M | +10.5% | -35.2% | +45.7% | +18.0% |
| YTD | -9.4% | +5.0% | -14.4% | -17.3% |
| 1Y | -4.6% | +8.5% | -13.1% | -13.9% |
| 3Y | +21.2% | +152.9% | -131.6% | -18.6% |
| 5Y | -13.3% | +144.6% | -157.9% | -42.9% |
| All | +17.6% | +332.3% | -314.7% | -43.1% |
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