+726.5%
IWD vs AEE
+820.3%
-93.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +0.6% | -2.3% | +2.9% | +1.7% |
| 3M | +7.2% | +0.2% | +7.0% | +6.7% |
| 6M | +16.2% | -4.7% | +21.0% | +18.4% |
| YTD | +23.3% | +8.1% | +15.2% | +17.6% |
| 1Y | +29.6% | +8.5% | +21.0% | +23.0% |
| 3Y | +70.5% | +48.9% | +21.6% | +35.0% |
| 5Y | +73.5% | +39.9% | +33.6% | +40.1% |
| 10Y | +198.3% | +186.5% | +11.8% | +55.1% |
| All | +726.5% | +820.3% | -93.8% | +137.3% |
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