+4,917.0%
AEM vs IWF
+724.4%
+4,192.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +4.3% | +1.5% | +2.8% | +3.9% |
| 30D | +13.1% | -1.3% | +14.4% | +13.6% |
| 3M | +24.8% | +0.1% | +24.7% | +24.8% |
| 6M | -8.2% | +10.3% | -18.5% | -10.7% |
| YTD | +19.8% | +4.2% | +15.7% | +18.6% |
| 1Y | +32.1% | +9.3% | +22.8% | +28.9% |
| 3Y | +348.2% | +79.3% | +268.8% | +271.8% |
| 5Y | +297.5% | +73.8% | +223.7% | +227.9% |
| 10Y | +343.3% | +410.9% | -67.6% | +156.8% |
| All | +4,917.0% | +724.4% | +4,192.6% | +1,829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling