+18.7%
AEM vs IWF
-1.6%
+20.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.4% | +9.3% | +9.2% |
| 7D | +0.2% | -4.2% | +4.3% | +5.2% |
| 30D | +0.1% | -8.1% | +8.2% | +10.1% |
| 3M | +22.1% | -5.1% | +27.1% | +29.6% |
| 6M | +2.4% | -1.4% | +3.9% | +5.3% |
| YTD | +8.9% | -0.1% | +9.0% | +10.0% |
| 1Y | +18.7% | -1.3% | +20.0% | +22.4% |
| All | +18.7% | -1.6% | +20.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling