+12.4%
AA vs IWD
+73.6%
-61.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -0.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.2% |
| 30D | +5.0% | +0.6% | +4.4% | +3.7% |
| 3M | -35.8% | +7.2% | -43.1% | -44.1% |
| 6M | -18.4% | +16.2% | -34.6% | -39.6% |
| YTD | -5.5% | +23.3% | -28.8% | -37.8% |
| 1Y | +61.0% | +29.6% | +31.4% | -3.5% |
| 3Y | +66.2% | +70.5% | -4.2% | -39.8% |
| All | +12.4% | +73.6% | -61.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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