+9.5%
AEP vs IRE
-84.0%
+93.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -0.6% |
| 7D | +0.9% | +29.0% | -28.2% | +1.0% |
| 30D | +1.5% | +24.2% | -22.7% | +1.7% |
| 3M | -1.7% | -53.2% | +51.5% | -1.7% |
| 6M | -4.0% | -36.0% | +32.0% | -4.0% |
| YTD | +10.6% | -51.0% | +61.6% | +10.9% |
| All | +9.5% | -84.0% | +93.5% | +9.4% |
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 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