+699.9%
IYR vs AEE
+849.6%
-149.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.7% |
| 7D | -0.4% | +1.3% | -1.7% | -1.2% |
| 30D | -2.5% | -1.2% | -1.3% | -1.8% |
| 3M | +1.5% | +1.0% | +0.4% | +0.6% |
| 6M | +3.9% | -2.3% | +6.1% | +5.0% |
| YTD | +9.5% | +9.1% | +0.4% | +3.0% |
| 1Y | +7.5% | +10.6% | -3.1% | +0.1% |
| 3Y | +30.8% | +48.5% | -17.7% | -0.7% |
| 5Y | +4.8% | +39.9% | -35.1% | -18.0% |
| 10Y | +64.3% | +185.7% | -121.4% | -22.1% |
| All | +699.9% | +849.6% | -149.7% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling