+434.2%
IRM vs AEIS
+562.2%
-128.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.9% |
| 7D | -1.4% | +2.3% | -3.7% | -2.0% |
| 30D | -7.4% | -14.8% | +7.4% | -4.3% |
| 3M | -7.4% | -15.6% | +8.2% | -5.2% |
| 6M | +8.7% | -8.7% | +17.4% | +8.3% |
| YTD | +40.9% | +37.3% | +3.6% | +27.5% |
| 1Y | +20.5% | +80.3% | -59.8% | +1.8% |
| 3Y | +101.7% | +177.9% | -76.2% | +50.0% |
| 5Y | +197.7% | +235.8% | -38.2% | +108.5% |
| All | +434.2% | +562.2% | -128.0% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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