+27.3%
AME vs IRE
-97.3%
+124.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.3% |
| 7D | -1.5% | -15.5% | +14.0% | -1.4% |
| 30D | -4.2% | -70.4% | +66.2% | -1.5% |
| 3M | -5.9% | -81.6% | +75.7% | -2.5% |
| 6M | +2.8% | -94.7% | +97.5% | +8.1% |
| YTD | +16.6% | -91.8% | +108.3% | +20.1% |
| 1Y | +22.1% | -97.6% | +119.7% | +25.7% |
| All | +27.3% | -97.3% | +124.6% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling