-97.7%
IRE vs AEE
+13.9%
-111.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.5% | -25.7% | -18.8% |
| 7D | -46.8% | +4.7% | -51.5% | -41.1% |
| 30D | -75.5% | +13.4% | -88.9% | -69.4% |
| 3M | -79.4% | +4.1% | -83.5% | -77.3% |
| 6M | -91.3% | +2.0% | -93.3% | -90.0% |
| YTD | -90.8% | +15.6% | -106.5% | -88.3% |
| 1Y | -97.7% | +14.1% | -111.8% | -97.0% |
| All | -97.7% | +13.9% | -111.6% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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