+1,009.9%
AEP vs IWF
+670.6%
+339.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +2.9% | +2.8% | +0.1% | +1.7% |
| 30D | +3.2% | -7.5% | +10.7% | +6.3% |
| 3M | +3.8% | -8.5% | +12.3% | +7.3% |
| 6M | +2.5% | -7.4% | +9.9% | +5.0% |
| YTD | +15.5% | -2.6% | +18.1% | +15.3% |
| 1Y | +9.6% | -1.8% | +11.5% | +9.0% |
| 3Y | +91.2% | +65.5% | +25.7% | +45.5% |
| 5Y | +88.2% | +55.8% | +32.4% | +44.0% |
| 10Y | +205.1% | +384.9% | -179.8% | +25.9% |
| All | +1,009.9% | +670.6% | +339.3% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling