+86.9%
AEP vs IRM
+186.8%
-99.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +0.7% | -5.3% | +6.0% | +1.9% |
| 30D | +4.8% | -2.3% | +7.1% | +5.1% |
| 3M | +5.4% | -7.4% | +12.8% | +6.9% |
| 6M | +0.4% | -12.2% | +12.6% | +2.9% |
| YTD | +15.5% | +38.6% | -23.1% | +5.0% |
| 1Y | +8.5% | +14.9% | -6.4% | +3.4% |
| 3Y | +84.6% | +108.2% | -23.6% | +39.5% |
| 5Y | +86.9% | +183.8% | -96.9% | +24.3% |
| All | +86.9% | +186.8% | -99.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling