+8.6%
AA vs IRE
-98.3%
+106.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +39.6% | -36.7% | -0.3% |
| 7D | +0.9% | -27.2% | +28.1% | +1.8% |
| 30D | -6.7% | -75.1% | +68.4% | +1.7% |
| 3M | -16.3% | -77.9% | +61.5% | -9.4% |
| 6M | -37.1% | -94.6% | +57.5% | -26.7% |
| YTD | -25.0% | -91.5% | +66.5% | -23.2% |
| 1Y | +8.6% | -97.8% | +106.4% | +28.1% |
| All | +8.6% | -98.3% | +106.9% | +28.1% |
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