+20.4%
AME vs IRE
-97.6%
+118.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.2% | +18.6% | -3.8% |
| 7D | -4.4% | -46.8% | +42.4% | -2.7% |
| 30D | -5.9% | -75.5% | +69.6% | -2.2% |
| 3M | -6.5% | -79.4% | +72.9% | -2.9% |
| 6M | +3.2% | -91.3% | +94.5% | +7.7% |
| YTD | +16.0% | -90.8% | +106.8% | +19.5% |
| 1Y | +20.4% | -97.7% | +118.2% | +23.9% |
| All | +20.4% | -97.6% | +118.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling