+65.1%
AEP vs IRM
+190.5%
-125.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.2% |
| 30D | +1.5% | -5.2% | +6.7% | +2.7% |
| 3M | -1.7% | -8.0% | +6.4% | +0.1% |
| 6M | -4.0% | +9.2% | -13.2% | -6.8% |
| YTD | +10.6% | +41.0% | -30.4% | +0.5% |
| 1Y | +18.6% | +23.3% | -4.6% | +11.0% |
| 3Y | +78.7% | +102.8% | -24.1% | +37.2% |
| 5Y | +65.1% | +192.8% | -127.7% | +11.1% |
| All | +65.1% | +190.5% | -125.4% | +11.1% |
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