+200.9%
AEP vs IWD
+203.8%
-2.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +1.6% | -3.1% | -2.4% |
| 30D | +4.1% | +3.6% | +0.5% | +2.0% |
| 3M | +4.1% | +2.0% | +2.0% | +2.8% |
| 6M | -1.0% | +13.1% | -14.1% | -7.7% |
| YTD | +13.4% | +26.2% | -12.8% | -0.7% |
| 1Y | +6.7% | +29.6% | -22.9% | -8.0% |
| 3Y | +81.3% | +84.3% | -3.1% | +26.2% |
| 5Y | +80.1% | +73.4% | +6.7% | +29.1% |
| 10Y | +200.9% | +202.4% | -1.6% | +63.0% |
| All | +200.9% | +203.8% | -2.9% | +63.0% |
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