+356.7%
AEM vs IWD
+73.3%
+283.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -0.5% | -0.3% | -0.2% | -0.2% |
| 30D | +24.0% | +0.6% | +23.4% | +23.5% |
| 3M | +16.1% | +7.2% | +8.9% | +9.9% |
| 6M | -11.6% | +16.2% | -27.8% | -20.9% |
| YTD | +21.5% | +23.3% | -1.8% | +5.1% |
| 1Y | +39.2% | +29.6% | +9.6% | +17.1% |
| All | +356.7% | +73.3% | +283.4% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling