-0.8%
IP vs AME
+16.4%
-17.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.6% |
| 7D | -5.1% | -5.2% | +0.1% | -2.5% |
| 30D | +8.5% | -8.0% | +16.5% | +13.4% |
| 3M | -13.8% | -8.9% | -4.9% | -9.6% |
| 6M | +5.7% | -5.0% | +10.7% | +6.6% |
| YTD | -9.1% | +11.9% | -21.0% | -21.4% |
| 1Y | -0.8% | +16.6% | -17.5% | -18.4% |
| All | -0.8% | +16.4% | -17.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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