+65.6%
IYR vs AME
+427.9%
-362.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -2.5% | -8.6% | +6.1% | +1.6% |
| 3M | -3.0% | +5.8% | -8.7% | -6.0% |
| 6M | +1.6% | +3.8% | -2.2% | -1.1% |
| YTD | +7.3% | +14.4% | -7.1% | -0.7% |
| 1Y | +5.6% | +25.8% | -20.2% | -7.0% |
| 3Y | +28.1% | +55.2% | -27.1% | -1.2% |
| 5Y | +6.1% | +85.5% | -79.4% | -26.2% |
| All | +65.6% | +427.9% | -362.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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