+170.5%
AEP vs IYR
+69.7%
+100.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -0.9% | -1.4% | +0.4% | -0.1% |
| 30D | -1.1% | -2.7% | +1.6% | +0.5% |
| 3M | -3.3% | -2.1% | -1.1% | -2.1% |
| 6M | -4.6% | +3.6% | -8.2% | -6.7% |
| YTD | +9.4% | +8.1% | +1.3% | +4.3% |
| 1Y | +16.9% | +4.7% | +12.2% | +13.4% |
| 3Y | +76.6% | +29.1% | +47.5% | +49.2% |
| 5Y | +66.2% | +6.9% | +59.3% | +55.5% |
| All | +170.5% | +69.7% | +100.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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