+9,922.0%
IRM vs AEIS
+2,568.4%
+7,353.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +8.6% | +23.2% | -14.6% | +5.6% |
| 30D | 0.0% | -17.0% | +17.0% | +2.1% |
| 3M | -7.1% | -32.2% | +25.0% | -2.9% |
| 6M | -7.9% | -32.6% | +24.7% | -4.4% |
| YTD | +41.3% | +9.4% | +31.9% | +37.2% |
| 1Y | +20.7% | +7.7% | +13.1% | +17.5% |
| 3Y | +112.2% | +157.9% | -45.8% | +81.9% |
| 5Y | +191.2% | +154.8% | +36.5% | +147.9% |
| 10Y | +524.3% | +355.2% | +169.1% | +373.7% |
| All | +9,922.0% | +2,568.4% | +7,353.6% | +5,009.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling