+4,661.7%
AEM vs IWD
+728.9%
+3,932.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +15.8% | -0.5% | +16.3% | +16.1% |
| 30D | +6.2% | +2.7% | +3.5% | +5.1% |
| 3M | +14.3% | +0.9% | +13.5% | +14.1% |
| 6M | +1.4% | +10.5% | -9.1% | -2.6% |
| YTD | +13.7% | +23.7% | -10.0% | +4.5% |
| 1Y | +21.3% | +28.7% | -7.4% | +9.8% |
| 3Y | +309.9% | +79.7% | +230.2% | +222.3% |
| 5Y | +301.0% | +69.7% | +231.3% | +222.1% |
| 10Y | +344.0% | +211.4% | +132.6% | +166.3% |
| All | +4,661.7% | +728.9% | +3,932.8% | +2,039.9% |
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