+745.9%
IWD vs AEE
+888.2%
-142.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | +3.2% | +8.8% | -5.6% | -1.2% |
| 3M | +2.3% | +5.1% | -2.8% | -0.4% |
| 6M | +12.9% | +5.2% | +7.8% | +9.5% |
| YTD | +26.2% | +16.1% | +10.2% | +16.0% |
| 1Y | +28.3% | +10.4% | +17.8% | +20.8% |
| 3Y | +84.4% | +63.1% | +21.2% | +39.6% |
| 5Y | +73.0% | +55.6% | +17.4% | +32.3% |
| 10Y | +203.3% | +217.1% | -13.8% | +49.9% |
| All | +745.9% | +888.2% | -142.3% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling