+1,022.7%
AEP vs IYR
+699.9%
+322.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +0.5% | -2.5% | +3.0% | +1.6% |
| 3M | -0.3% | +1.5% | -1.8% | -0.9% |
| 6M | -3.5% | +3.9% | -7.3% | -5.0% |
| YTD | +11.3% | +9.5% | +1.7% | +7.2% |
| 1Y | +20.2% | +7.5% | +12.8% | +16.6% |
| 3Y | +79.8% | +30.8% | +49.0% | +60.3% |
| 5Y | +65.6% | +4.8% | +60.8% | +60.5% |
| 10Y | +169.3% | +64.3% | +105.0% | +117.5% |
| All | +1,022.7% | +699.9% | +322.8% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling