+169.3%
AEP vs IWD
+195.2%
-25.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.2% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +0.5% | -0.8% | +1.3% | +0.9% |
| 3M | -0.3% | +8.0% | -8.3% | -4.6% |
| 6M | -3.5% | +18.2% | -21.7% | -12.2% |
| YTD | +11.3% | +22.3% | -11.1% | -0.8% |
| 1Y | +20.2% | +28.9% | -8.6% | +3.9% |
| 3Y | +79.8% | +71.5% | +8.2% | +30.4% |
| 5Y | +65.6% | +73.6% | -8.0% | +18.5% |
| 10Y | +169.3% | +194.7% | -25.4% | +39.0% |
| All | +169.3% | +195.2% | -25.9% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling