+7.3%
AA vs IRE
-97.2%
+104.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.8% |
| YTD | -25.0% | -91.5% | +66.5% | -22.2% |
| 1Y | +8.6% | -97.8% | +106.4% | +22.9% |
| All | +7.3% | -97.2% | +104.6% | +17.3% |
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 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