-97.3%
IRE vs AEIS
+18.0%
-115.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +4.5% | +7.7% | +5.0% |
| 7D | -15.1% | +9.5% | -24.6% | -23.7% |
| 30D | -71.4% | -17.5% | -53.8% | -56.2% |
| 3M | -81.2% | -29.3% | -51.9% | -63.7% |
| 6M | -93.7% | -34.7% | -59.0% | -86.0% |
| YTD | -92.2% | +10.7% | -102.9% | -94.6% |
| 1Y | -97.3% | +7.4% | -104.7% | -97.9% |
| All | -97.3% | +18.0% | -115.3% | -98.3% |
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