-13.6%
IP vs AEIS
+142.3%
-155.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.3% |
| 7D | -0.3% | +11.5% | -11.8% | -2.6% |
| 30D | +7.9% | -15.8% | +23.7% | +10.7% |
| 3M | -15.3% | -33.3% | +18.0% | -9.2% |
| 6M | +10.5% | -35.2% | +45.7% | +17.1% |
| YTD | -9.4% | +5.0% | -14.4% | -17.7% |
| 1Y | -4.6% | +8.5% | -13.1% | -14.3% |
| 3Y | +21.2% | +152.9% | -131.6% | -20.6% |
| All | -13.6% | +142.3% | -155.9% | -46.0% |
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