+190.3%
IP vs AEIS
+1,662.6%
-1,472.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.2% | +8.3% | -1.9% |
| 7D | -5.0% | -22.6% | +17.6% | -1.3% |
| 30D | +6.5% | -38.7% | +45.2% | +14.7% |
| 3M | -18.0% | -43.6% | +25.6% | -11.0% |
| 6M | +10.3% | -46.2% | +56.6% | +19.3% |
| YTD | -9.9% | -11.2% | +1.4% | -11.5% |
| 1Y | -1.1% | -17.7% | +16.6% | -1.7% |
| 3Y | +13.0% | +104.1% | -91.1% | -5.8% |
| 5Y | -12.3% | +98.5% | -110.8% | -27.5% |
| 10Y | +26.8% | +302.0% | -275.2% | -11.0% |
| All | +190.3% | +1,662.6% | -1,472.3% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling