+195.5%
IWD vs AEE
+191.3%
+4.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -2.3% | -0.7% | -1.7% | -2.1% |
| 30D | -1.8% | -2.0% | +0.2% | -1.0% |
| 3M | +8.0% | -2.8% | +10.9% | +9.0% |
| 6M | +17.0% | -3.6% | +20.6% | +18.2% |
| YTD | +21.3% | +7.3% | +14.0% | +17.0% |
| 1Y | +27.9% | +8.7% | +19.2% | +22.5% |
| 3Y | +70.1% | +46.0% | +24.0% | +41.7% |
| 5Y | +74.2% | +39.8% | +34.4% | +46.5% |
| All | +195.5% | +191.3% | +4.2% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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