+423.6%
IRM vs AEE
+191.3%
+232.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.4% |
| 30D | -7.8% | -2.0% | -5.8% | -6.6% |
| 3M | -7.9% | -2.8% | -5.0% | -6.5% |
| 6M | +6.3% | -3.6% | +9.9% | +8.2% |
| YTD | +38.2% | +7.3% | +30.8% | +31.5% |
| 1Y | +19.8% | +8.7% | +11.1% | +13.1% |
| 3Y | +98.8% | +46.0% | +52.7% | +53.9% |
| 5Y | +191.8% | +39.8% | +152.0% | +131.3% |
| All | +423.6% | +191.3% | +232.3% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling