+28.7%
IRM vs AEIS
+4.7%
+24.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.2% |
| 7D | +6.8% | +11.5% | -4.7% | +3.9% |
| 30D | +2.6% | -15.8% | +18.4% | +5.7% |
| 3M | -9.5% | -33.3% | +23.8% | -2.3% |
| 6M | -8.5% | -35.2% | +26.7% | -2.2% |
| YTD | +40.3% | +5.0% | +35.3% | +24.7% |
| 1Y | +28.7% | +8.5% | +20.2% | +11.2% |
| All | +28.7% | +4.7% | +24.0% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling