+35.3%
AA vs IRE
-84.4%
+119.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -3.3% |
| 7D | -0.7% | +54.8% | -55.5% | -4.6% |
| 30D | +5.0% | +18.4% | -13.4% | +2.3% |
| 3M | -35.8% | -66.7% | +30.9% | -32.6% |
| 6M | -18.4% | -52.3% | +33.9% | -20.4% |
| YTD | -5.5% | -52.3% | +46.8% | -12.2% |
| All | +35.3% | -84.4% | +119.7% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling