+3.9%
AA vs IRE
-98.1%
+102.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.8% | +11.4% | -3.1% |
| 7D | +1.2% | -41.9% | +43.1% | +4.4% |
| 30D | -5.0% | -75.1% | +70.1% | +3.7% |
| 3M | -22.2% | -82.4% | +60.2% | -13.9% |
| 6M | -36.3% | -95.5% | +59.2% | -24.3% |
| YTD | -24.2% | -93.1% | +68.9% | -21.4% |
| 1Y | +3.9% | -97.8% | +101.7% | +21.4% |
| All | +3.9% | -98.1% | +102.0% | +21.4% |
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