+16.6%
AME vs IRE
-98.3%
+115.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +39.6% | -37.0% | +0.9% |
| 7D | -5.2% | -27.2% | +22.0% | -4.7% |
| 30D | -8.0% | -75.1% | +67.1% | -4.7% |
| 3M | -8.9% | -77.9% | +69.0% | -5.8% |
| 6M | -5.0% | -94.6% | +89.6% | +0.4% |
| YTD | +11.9% | -91.5% | +103.4% | +15.1% |
| 1Y | +16.6% | -97.8% | +114.5% | +19.5% |
| All | +16.6% | -98.3% | +115.0% | +19.5% |
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