-97.6%
IRE vs AEIS
+12.9%
-110.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.1% | -16.9% | -17.6% |
| 7D | -41.9% | -6.9% | -35.0% | -31.5% |
| 30D | -75.1% | -23.2% | -51.9% | -57.6% |
| 3M | -82.4% | -29.5% | -52.9% | -65.9% |
| 6M | -95.5% | -37.9% | -57.6% | -89.2% |
| YTD | -93.1% | +6.0% | -99.0% | -94.9% |
| 1Y | -97.8% | +1.2% | -99.0% | -98.1% |
| All | -97.6% | +12.9% | -110.6% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling