+180.8%
IRM vs AEE
+56.4%
+124.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | +6.8% | +1.7% | +5.1% | +5.7% |
| 30D | +2.6% | +9.7% | -7.1% | -3.1% |
| 3M | -9.5% | +5.9% | -15.4% | -12.6% |
| 6M | -8.5% | +6.7% | -15.2% | -12.6% |
| YTD | +40.3% | +17.4% | +22.9% | +26.4% |
| 1Y | +28.7% | +12.7% | +16.0% | +18.9% |
| 3Y | +111.8% | +68.2% | +43.6% | +51.4% |
| All | +180.8% | +56.4% | +124.4% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling