+101.8%
IRM vs AEE
+48.1%
+53.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +3.0% | +1.1% | +2.0% | +2.5% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -8.0% | -0.9% | -7.1% | -7.9% |
| 6M | +9.2% | -2.4% | +11.6% | +10.1% |
| YTD | +41.0% | +8.6% | +32.4% | +34.4% |
| 1Y | +23.3% | +10.2% | +13.1% | +16.8% |
| All | +101.8% | +48.1% | +53.6% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling