-9.7%
IP vs AEIS
+144.8%
-154.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.3% | -8.4% | +0.6% |
| 7D | -3.0% | +1.0% | -4.0% | -3.9% |
| 30D | +10.6% | -24.0% | +34.6% | +16.1% |
| 3M | -13.6% | -32.5% | +18.9% | -7.6% |
| 6M | +10.4% | -38.6% | +49.0% | +18.6% |
| YTD | -6.5% | +4.8% | -11.3% | -14.9% |
| 1Y | -2.1% | +1.3% | -3.5% | -10.3% |
| 3Y | +22.0% | +159.2% | -137.2% | -20.7% |
| 5Y | -9.7% | +140.8% | -150.5% | -43.4% |
| All | -9.7% | +144.8% | -154.5% | -43.4% |
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