+204.6%
IWD vs AEE
+216.2%
-11.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | +3.6% | +9.7% | -6.1% | -0.4% |
| 3M | +2.7% | +5.8% | -3.2% | +0.2% |
| 6M | +13.2% | +4.5% | +8.8% | +10.7% |
| YTD | +26.8% | +15.8% | +10.9% | +18.3% |
| 1Y | +29.3% | +10.8% | +18.5% | +22.9% |
| 3Y | +85.1% | +62.8% | +22.4% | +47.0% |
| 5Y | +74.2% | +56.1% | +18.1% | +39.5% |
| 10Y | +204.6% | +216.4% | -11.9% | +109.7% |
| All | +204.6% | +216.2% | -11.7% | +109.7% |
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