+1,061.1%
AEP vs IRM
+9,844.9%
-8,783.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | +2.5% | +8.6% | -6.1% | +0.7% |
| 30D | +3.4% | 0.0% | +3.4% | +3.2% |
| 3M | +4.2% | -7.1% | +11.4% | +5.4% |
| 6M | -0.8% | -7.9% | +7.1% | +0.3% |
| YTD | +15.2% | +41.3% | -26.1% | +6.3% |
| 1Y | +8.3% | +20.7% | -12.4% | +3.0% |
| 3Y | +84.2% | +112.2% | -28.0% | +53.5% |
| 5Y | +87.8% | +191.2% | -103.4% | +45.4% |
| 10Y | +204.4% | +524.3% | -319.9% | +98.5% |
| All | +1,061.1% | +9,844.9% | -8,783.8% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling