+8.7%
AA vs IRE
-97.8%
+106.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.5% | +8.3% | +6.0% |
| 7D | +4.8% | -15.5% | +20.3% | +4.6% |
| 30D | -0.6% | -70.4% | +69.7% | +7.0% |
| 3M | -16.3% | -81.6% | +65.3% | -7.7% |
| 6M | -33.4% | -94.7% | +61.3% | -21.9% |
| YTD | -20.7% | -91.8% | +71.1% | -18.8% |
| All | +8.7% | -97.8% | +106.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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