+28.8%
AME vs IRE
-97.8%
+126.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.5% | +14.1% | +1.1% |
| 7D | +8.1% | +11.1% | -3.0% | +7.3% |
| 30D | -3.8% | -75.2% | +71.4% | -0.5% |
| 3M | -6.6% | -86.4% | +79.7% | -2.2% |
| 6M | +4.6% | -94.8% | +99.4% | +10.2% |
| YTD | +17.9% | -93.3% | +111.2% | +22.3% |
| 1Y | +23.2% | -97.5% | +120.7% | +27.6% |
| All | +28.8% | -97.8% | +126.6% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling