+408.7%
AEM vs IWD
+203.0%
+205.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -6.8% | +2.3% | -9.1% | -7.6% |
| 30D | +0.8% | +3.6% | -2.8% | -0.5% |
| 3M | -0.8% | +2.2% | -3.0% | -1.5% |
| 6M | -8.5% | +13.0% | -21.5% | -12.4% |
| YTD | +5.9% | +26.5% | -20.6% | -2.3% |
| 1Y | +6.6% | +30.1% | -23.5% | -2.5% |
| 3Y | +302.2% | +84.9% | +217.3% | +228.7% |
| 5Y | +250.8% | +73.4% | +177.4% | +189.5% |
| All | +408.7% | +203.0% | +205.7% | +325.8% |
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