+86.2%
IWD vs AEIS
+152.4%
-66.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +0.6% |
| 7D | +1.3% | +1.0% | +0.3% | +0.7% |
| 30D | +3.6% | -24.0% | +27.6% | +6.7% |
| 3M | +2.3% | -32.5% | +34.8% | +6.7% |
| 6M | +13.0% | -38.6% | +51.6% | +18.3% |
| YTD | +26.2% | +4.8% | +21.3% | +18.1% |
| 1Y | +30.5% | +1.3% | +29.1% | +22.7% |
| 3Y | +86.2% | +159.2% | -73.0% | +37.8% |
| All | +86.2% | +152.4% | -66.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling