-82.0%
IRE vs AEIS
+47.1%
-129.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.8% | +7.5% | +6.1% |
| 7D | +58.9% | +8.1% | +50.8% | +42.6% |
| 30D | +17.2% | -11.1% | +28.3% | +42.2% |
| 3M | -58.6% | -5.6% | -53.0% | -54.3% |
| 6M | -23.5% | -0.6% | -22.8% | -27.4% |
| YTD | -47.4% | +38.0% | -85.5% | -77.0% |
| All | -82.0% | +47.1% | -129.1% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling