+297.5%
AEM vs IWD
+73.8%
+223.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +4.3% | -0.2% | +4.5% | +4.5% |
| 30D | +13.1% | -0.8% | +13.9% | +13.8% |
| 3M | +24.8% | +8.0% | +16.7% | +18.1% |
| 6M | -8.2% | +18.2% | -26.4% | -17.9% |
| YTD | +19.8% | +22.3% | -2.5% | +5.0% |
| 1Y | +32.1% | +28.9% | +3.2% | +12.1% |
| 3Y | +348.2% | +71.5% | +276.7% | +211.5% |
| 5Y | +297.5% | +73.6% | +223.9% | +167.3% |
| All | +297.5% | +73.8% | +223.6% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling