-97.5%
IRE vs AEE
+11.1%
-108.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.2% | -13.7% | -13.2% |
| 7D | +11.1% | +0.6% | +10.5% | +12.3% |
| 30D | -75.2% | +8.8% | -84.0% | -71.1% |
| 3M | -86.4% | +5.1% | -91.4% | -84.8% |
| 6M | -94.8% | +5.2% | -100.0% | -94.1% |
| YTD | -93.3% | +16.1% | -109.3% | -92.8% |
| 1Y | -97.5% | +10.4% | -107.9% | -96.5% |
| All | -97.5% | +11.1% | -108.6% | -96.5% |
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