-97.2%
IRE vs AEE
+10.6%
-107.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -0.6% |
| 7D | -15.5% | +2.3% | -17.9% | -10.5% |
| 30D | -70.4% | +11.6% | -82.0% | -63.3% |
| 3M | -81.6% | +5.5% | -87.1% | -79.2% |
| 6M | -94.7% | +6.0% | -100.7% | -93.7% |
| YTD | -91.8% | +16.6% | -108.3% | -88.8% |
| 1Y | -97.6% | +12.1% | -109.6% | -96.8% |
| All | -97.2% | +10.6% | -107.8% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling