-97.1%
IRE vs AEE
+9.5%
-106.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | 0.0% | +39.5% | +39.6% |
| 7D | -27.2% | +2.1% | -29.3% | -23.2% |
| 30D | -75.1% | +11.4% | -86.5% | -69.4% |
| 3M | -77.9% | +5.0% | -82.8% | -75.2% |
| 6M | -94.6% | +4.4% | -99.0% | -93.7% |
| YTD | -91.5% | +15.4% | -106.9% | -88.8% |
| 1Y | -97.8% | +13.8% | -111.6% | -96.8% |
| All | -97.1% | +9.5% | -106.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling