+86.2%
AEP vs IWF
+55.4%
+30.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +2.9% | +2.8% | +0.1% | +2.6% |
| 30D | +3.2% | -7.5% | +10.7% | +4.0% |
| 3M | +3.8% | -8.5% | +12.3% | +4.7% |
| 6M | +2.5% | -7.4% | +9.9% | +3.2% |
| YTD | +15.5% | -2.6% | +18.1% | +15.4% |
| 1Y | +9.6% | -1.8% | +11.5% | +9.4% |
| 3Y | +91.2% | +65.5% | +25.7% | +66.6% |
| All | +86.2% | +55.4% | +30.9% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling