+346.7%
AEM vs IWF
+418.7%
-72.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -5.0% | -1.7% | -3.3% | -4.5% |
| 30D | +8.5% | -1.8% | +10.3% | +9.1% |
| 3M | +29.3% | +1.5% | +27.8% | +28.7% |
| 6M | -12.9% | +7.7% | -20.6% | -14.6% |
| YTD | +16.8% | +2.7% | +14.1% | +16.1% |
| 1Y | +29.8% | +6.8% | +23.1% | +27.7% |
| 3Y | +336.7% | +76.9% | +259.9% | +268.3% |
| 5Y | +299.9% | +73.4% | +226.5% | +231.2% |
| All | +346.7% | +418.7% | -72.0% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling