+11.1%
AEP vs IRE
-97.2%
+108.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.8% | 0.0% |
| 7D | -2.8% | -27.2% | +24.3% | -2.9% |
| 30D | +3.6% | -75.1% | +78.8% | +3.1% |
| 3M | +1.8% | -77.9% | +79.6% | +1.3% |
| 6M | -3.1% | -94.6% | +91.5% | -3.8% |
| YTD | +12.2% | -91.5% | +103.8% | +11.8% |
| 1Y | +9.1% | -97.8% | +107.0% | +7.6% |
| All | +11.1% | -97.2% | +108.3% | +10.3% |
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