+42.6%
IYR vs AME
+62.6%
-20.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | +6.1% | -4.1% | +10.2% | +6.9% |
| 3M | +0.9% | -6.3% | +7.3% | +2.2% |
| 6M | +1.2% | +3.5% | -2.4% | -0.4% |
| YTD | +11.1% | +17.3% | -6.2% | +5.5% |
| 1Y | +9.0% | +22.0% | -13.0% | +2.3% |
| All | +42.6% | +62.6% | -20.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling