+969.5%
AEP vs IWF
+724.4%
+245.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | +0.5% | -1.3% | +1.8% | +1.0% |
| 3M | -0.3% | +0.1% | -0.4% | -0.7% |
| 6M | -3.5% | +10.3% | -13.7% | -8.1% |
| YTD | +11.3% | +4.2% | +7.1% | +8.4% |
| 1Y | +20.2% | +9.3% | +10.9% | +14.5% |
| 3Y | +79.8% | +79.3% | +0.4% | +32.5% |
| 5Y | +65.6% | +73.8% | -8.2% | +20.8% |
| 10Y | +169.3% | +410.9% | -241.6% | +9.3% |
| All | +969.5% | +724.4% | +245.1% | +125.7% |
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