+5.4%
IYR vs AEIS
+142.3%
-136.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.6% |
| 7D | +0.6% | +11.5% | -10.9% | -0.9% |
| 30D | +6.6% | -15.8% | +22.3% | +8.3% |
| 3M | -1.8% | -33.3% | +31.5% | +2.9% |
| 6M | +1.4% | -35.2% | +36.6% | +5.1% |
| YTD | +10.5% | +5.0% | +5.5% | +2.0% |
| 1Y | +10.6% | +8.5% | +2.2% | +1.1% |
| 3Y | +41.8% | +152.9% | -111.1% | -1.4% |
| All | +5.4% | +142.3% | -136.9% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling