+9.8%
AA vs IRE
-97.8%
+107.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.5% | +12.1% | -0.3% |
| 7D | +5.3% | +11.1% | -5.8% | +3.7% |
| 30D | -2.3% | -75.2% | +72.9% | +6.5% |
| 3M | -20.8% | -86.4% | +65.5% | -10.5% |
| 6M | -39.8% | -94.8% | +55.0% | -29.5% |
| YTD | -23.3% | -93.3% | +70.0% | -19.1% |
| 1Y | +1.8% | -97.5% | +99.3% | +13.9% |
| All | +9.8% | -97.8% | +107.6% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling