+201.7%
IWD vs AEIS
+332.3%
-130.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.1% |
| 7D | +2.3% | +11.5% | -9.2% | -0.2% |
| 30D | +3.6% | -15.8% | +19.3% | +6.3% |
| 3M | +2.2% | -33.3% | +35.5% | +9.5% |
| 6M | +13.0% | -35.2% | +48.2% | +19.5% |
| YTD | +26.5% | +5.0% | +21.5% | +17.0% |
| 1Y | +30.1% | +8.5% | +21.7% | +19.2% |
| 3Y | +84.9% | +152.9% | -68.0% | +30.4% |
| 5Y | +73.4% | +144.6% | -71.3% | +19.9% |
| All | +201.7% | +332.3% | -130.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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