-16.1%
IP vs AEIS
+219.5%
-235.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | -5.3% | +3.0% | -8.2% | -5.9% |
| 30D | -10.9% | -14.6% | +3.8% | -8.0% |
| 3M | +11.2% | -12.4% | +23.6% | +12.1% |
| 6M | -10.2% | -15.0% | +4.7% | -10.0% |
| YTD | -2.0% | +34.3% | -36.3% | -13.9% |
| 1Y | -19.1% | +87.4% | -106.5% | -36.4% |
| 3Y | +20.9% | +139.8% | -118.9% | -15.3% |
| All | -16.1% | +219.5% | -235.6% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling