+1,012.9%
AEP vs IRM
+9,964.6%
-8,951.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | -0.8% | -8.1% | +7.3% | +0.8% |
| 3M | -1.8% | -9.7% | +7.8% | -0.1% |
| 6M | -5.4% | +10.0% | -15.4% | -7.7% |
| YTD | +10.4% | +43.0% | -32.6% | +2.0% |
| 1Y | +18.2% | +32.7% | -14.5% | +10.3% |
| 3Y | +79.0% | +102.7% | -23.8% | +50.9% |
| 5Y | +64.8% | +187.6% | -122.7% | +28.2% |
| 10Y | +170.8% | +420.1% | -249.3% | +82.6% |
| All | +1,012.9% | +9,964.6% | -8,951.7% | +438.7% |
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 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