+4,988.8%
AEM vs IWD
+726.5%
+4,262.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +24.0% | +0.6% | +23.4% | +23.8% |
| 3M | +16.1% | +7.2% | +8.9% | +12.8% |
| 6M | -11.6% | +16.2% | -27.8% | -16.8% |
| YTD | +21.5% | +23.3% | -1.8% | +11.7% |
| 1Y | +39.2% | +29.6% | +9.6% | +25.4% |
| 3Y | +347.4% | +70.5% | +277.0% | +259.2% |
| 5Y | +290.1% | +73.5% | +216.7% | +210.4% |
| 10Y | +357.8% | +198.3% | +159.5% | +180.1% |
| All | +4,988.8% | +726.5% | +4,262.3% | +2,187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling