+32.7%
IRM vs AEE
+8.8%
+23.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -8.1% | -2.3% | -5.8% | -7.0% |
| 3M | -9.7% | +0.2% | -9.9% | -10.8% |
| 6M | +10.0% | -4.7% | +14.7% | +12.6% |
| YTD | +43.0% | +8.1% | +34.9% | +34.3% |
| 1Y | +32.7% | +8.5% | +24.1% | +30.6% |
| All | +32.7% | +8.8% | +23.9% | +30.6% |
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