-19.0%
AA vs IWD
+728.9%
-748.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.7% |
| 30D | -6.7% | +2.7% | -9.3% | -10.5% |
| 3M | -16.3% | +0.9% | -17.2% | -17.6% |
| 6M | -37.1% | +10.5% | -47.7% | -46.2% |
| YTD | -25.0% | +23.7% | -48.7% | -46.3% |
| 1Y | +8.6% | +28.7% | -20.2% | -26.7% |
| 3Y | +57.2% | +79.7% | -22.5% | -33.9% |
| 5Y | -13.0% | +69.7% | -82.7% | -57.6% |
| 10Y | +65.5% | +211.4% | -145.9% | -63.1% |
| All | -19.0% | +728.9% | -748.0% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling