+18.7%
IRM vs AEE
+13.9%
+4.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.4% |
| 7D | +2.6% | +4.7% | -2.1% | +0.1% |
| 30D | +5.6% | +13.4% | -7.8% | -1.6% |
| 3M | -4.7% | +4.1% | -8.8% | -6.9% |
| 6M | -6.1% | +2.0% | -8.1% | -7.3% |
| YTD | +46.3% | +15.6% | +30.7% | +29.4% |
| 1Y | +18.7% | +14.1% | +4.6% | +7.0% |
| All | +18.7% | +13.9% | +4.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling