-83.7%
IRE vs AEIS
+43.1%
-126.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.4% | +11.6% | +10.4% |
| 7D | +54.8% | +3.0% | +51.8% | +49.1% |
| 30D | +18.4% | -14.6% | +33.0% | +52.5% |
| 3M | -66.7% | -12.4% | -54.3% | -57.9% |
| 6M | -52.3% | -15.0% | -37.4% | -39.8% |
| YTD | -52.3% | +34.3% | -86.6% | -78.3% |
| All | -83.7% | +43.1% | -126.8% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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