-97.1%
IRE vs AEIS
+0.4%
-97.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +6.1% | +33.5% | +29.5% |
| 7D | -27.2% | -11.3% | -15.9% | -1.7% |
| 30D | -75.1% | -32.6% | -42.5% | -45.8% |
| 3M | -77.9% | -39.2% | -38.7% | -43.5% |
| 6M | -94.6% | -45.4% | -49.2% | -83.2% |
| YTD | -91.5% | -5.8% | -85.7% | -92.2% |
| 1Y | -97.8% | -10.0% | -87.8% | -97.6% |
| All | -97.1% | +0.4% | -97.5% | -97.5% |
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