+170.8%
AEP vs IRM
+430.1%
-259.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.4% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -0.1% | -7.8% | +7.7% | +2.1% |
| 3M | -3.2% | -7.9% | +4.6% | -1.3% |
| 6M | -5.3% | +6.3% | -11.6% | -7.7% |
| YTD | +9.5% | +38.2% | -28.6% | -1.5% |
| 1Y | +17.5% | +19.8% | -2.3% | +9.6% |
| 3Y | +77.0% | +98.8% | -21.8% | +36.1% |
| 5Y | +66.4% | +191.8% | -125.4% | +10.6% |
| All | +170.8% | +430.1% | -259.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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