+376.1%
AEM vs IWD
+195.0%
+181.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | +3.0% | -1.2% | +4.2% | +3.5% |
| 30D | +12.5% | -1.6% | +14.1% | +13.2% |
| 3M | +26.9% | +7.0% | +19.9% | +23.8% |
| 6M | -9.4% | +17.0% | -26.4% | -14.3% |
| YTD | +20.3% | +21.6% | -1.4% | +12.5% |
| 1Y | +33.8% | +28.0% | +5.8% | +23.1% |
| 3Y | +349.8% | +70.6% | +279.3% | +276.4% |
| 5Y | +301.0% | +73.3% | +227.7% | +232.5% |
| 10Y | +376.1% | +200.5% | +175.6% | +235.7% |
| All | +376.1% | +195.0% | +181.1% | +235.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling