+80.5%
AEP vs IWD
+68.9%
+11.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.8% | -0.5% | -2.4% | -2.6% |
| 30D | +3.6% | +2.7% | +1.0% | +2.1% |
| 3M | +1.8% | +0.9% | +0.9% | +1.2% |
| 6M | -3.1% | +10.5% | -13.7% | -8.4% |
| YTD | +12.2% | +23.7% | -11.5% | -0.5% |
| 1Y | +9.1% | +28.7% | -19.6% | -5.5% |
| 3Y | +77.9% | +79.7% | -1.8% | +22.2% |
| All | +80.5% | +68.9% | +11.6% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling