-98.0%
IRE vs AEIS
+11.9%
-109.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.0% | -10.4% | -8.0% |
| 7D | -31.8% | +11.5% | -43.3% | -44.1% |
| 30D | -71.8% | -15.8% | -56.0% | -58.2% |
| 3M | -88.9% | -33.3% | -55.6% | -76.3% |
| 6M | -95.4% | -35.2% | -60.2% | -89.2% |
| YTD | -94.2% | +5.0% | -99.3% | -95.6% |
| 1Y | -97.1% | +8.5% | -105.6% | -97.9% |
| All | -98.0% | +11.9% | -109.9% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling