+170.5%
AEP vs IWF
+422.7%
-252.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -1.1% | -1.7% | +0.7% | -0.6% |
| 3M | -3.3% | +0.7% | -3.9% | -3.6% |
| 6M | -4.6% | +8.6% | -13.2% | -7.1% |
| YTD | +9.4% | +3.5% | +5.9% | +7.8% |
| 1Y | +16.9% | +7.0% | +9.9% | +14.0% |
| 3Y | +76.6% | +76.3% | +0.3% | +42.7% |
| 5Y | +66.2% | +74.8% | -8.6% | +31.8% |
| All | +170.5% | +422.7% | -252.2% | +30.1% |
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