+517.3%
IRM vs AEIS
+332.3%
+184.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.2% |
| 7D | +6.8% | +11.5% | -4.7% | +4.1% |
| 30D | +2.6% | -15.8% | +18.4% | +5.9% |
| 3M | -9.5% | -33.3% | +23.8% | -2.0% |
| 6M | -8.5% | -35.2% | +26.7% | -1.9% |
| YTD | +40.3% | +5.0% | +35.3% | +33.4% |
| 1Y | +28.7% | +8.5% | +20.2% | +21.5% |
| 3Y | +111.8% | +152.9% | -41.1% | +59.5% |
| 5Y | +189.1% | +144.6% | +44.5% | +115.0% |
| All | +517.3% | +332.3% | +184.9% | +238.1% |
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