-94.6%
IRE vs AEE
+4.8%
-99.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | 0.0% | +39.5% | +39.7% |
| 7D | -27.2% | +2.1% | -29.3% | -21.4% |
| 30D | -75.1% | +11.4% | -86.5% | -66.7% |
| 3M | -77.9% | +5.0% | -82.8% | -74.3% |
| 6M | -94.6% | +4.4% | -99.0% | -93.1% |
| All | -94.6% | +4.8% | -99.3% | -93.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling