+12.7%
AEP vs IRE
-97.3%
+110.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | -1.5% | -15.5% | +14.0% | -1.5% |
| 30D | +4.5% | -70.4% | +74.9% | +4.0% |
| 3M | +2.8% | -81.6% | +84.5% | +2.2% |
| 6M | -0.7% | -94.7% | +94.0% | -1.4% |
| YTD | +13.8% | -91.8% | +105.6% | +13.3% |
| 1Y | +9.0% | -97.6% | +106.5% | +7.6% |
| All | +12.7% | -97.3% | +110.0% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling