-6.7%
IP vs AEIS
+3.6%
-10.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -0.9% | +23.2% | -24.1% | -2.6% |
| 30D | +6.7% | -17.0% | +23.7% | +8.0% |
| 3M | -16.6% | -32.2% | +15.6% | -14.0% |
| 6M | +6.0% | -32.6% | +38.5% | +8.0% |
| YTD | -10.7% | +9.4% | -20.0% | -16.2% |
| 1Y | -6.7% | +7.7% | -14.3% | -12.3% |
| All | -6.7% | +3.6% | -10.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling