-97.2%
IRE vs AEIS
+11.7%
-108.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.3% | -13.8% | -20.6% |
| 7D | -15.5% | +1.0% | -16.5% | -10.7% |
| 30D | -70.4% | -24.0% | -46.4% | -48.6% |
| 3M | -81.6% | -32.5% | -49.1% | -61.6% |
| 6M | -94.7% | -38.6% | -56.1% | -86.9% |
| YTD | -91.8% | +4.8% | -96.6% | -93.8% |
| 1Y | -97.6% | +1.3% | -98.9% | -97.9% |
| All | -97.2% | +11.7% | -108.9% | -98.0% |
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