-82.0%
IRE vs AEE
+3.5%
-85.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.0% | +9.3% | +11.6% |
| 7D | +58.9% | +1.3% | +57.6% | +61.6% |
| 30D | +17.2% | -1.2% | +18.4% | +14.1% |
| 3M | -58.6% | +1.0% | -59.6% | -57.9% |
| 6M | -23.5% | -2.3% | -21.2% | -22.9% |
| YTD | -47.4% | +9.1% | -56.6% | -38.9% |
| All | -82.0% | +3.5% | -85.5% | -79.3% |
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