+895.5%
ITOT vs AEE
+460.0%
+435.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | -1.5% | -2.9% | +1.5% | -0.1% |
| 3M | +3.6% | -2.4% | +6.0% | +4.4% |
| 6M | +13.7% | -2.7% | +16.4% | +14.4% |
| YTD | +12.9% | +7.3% | +5.7% | +8.1% |
| 1Y | +17.2% | +7.5% | +9.6% | +11.8% |
| 3Y | +75.6% | +46.2% | +29.4% | +40.9% |
| 5Y | +75.5% | +39.7% | +35.8% | +42.1% |
| 10Y | +302.0% | +191.3% | +110.7% | +106.6% |
| All | +895.5% | +460.0% | +435.5% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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