+117.0%
AA vs IWF
+422.7%
-305.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -3.4% | -0.9% | -2.5% | -2.4% |
| 30D | -5.8% | -1.7% | -4.1% | -3.9% |
| 3M | -29.9% | +0.7% | -30.6% | -30.7% |
| 6M | -27.0% | +8.6% | -35.6% | -33.8% |
| YTD | -8.7% | +3.5% | -12.2% | -12.5% |
| 1Y | +50.6% | +7.0% | +43.6% | +39.9% |
| 3Y | +74.1% | +76.3% | -2.3% | -7.8% |
| 5Y | +2.6% | +74.8% | -72.2% | -45.5% |
| All | +117.0% | +422.7% | -305.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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