-97.8%
IRE vs AEE
+12.4%
-110.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.3% | -15.5% | -16.3% |
| 7D | -41.9% | +3.0% | -44.9% | -38.5% |
| 30D | -75.1% | +11.2% | -86.3% | -70.2% |
| 3M | -82.4% | +7.0% | -89.4% | -79.9% |
| 6M | -95.5% | +5.7% | -101.2% | -94.9% |
| YTD | -93.1% | +16.2% | -109.3% | -92.4% |
| 1Y | -97.8% | +12.0% | -109.8% | -97.1% |
| All | -97.8% | +12.4% | -110.2% | -97.1% |
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