+73.6%
IWD vs AEIS
+228.8%
-155.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | -0.2% | +8.1% | -8.3% | -1.6% |
| 30D | -0.8% | -11.1% | +10.3% | +1.0% |
| 3M | +8.0% | -5.6% | +13.7% | +7.1% |
| 6M | +18.2% | -0.6% | +18.8% | +14.5% |
| YTD | +22.3% | +38.0% | -15.7% | +9.0% |
| 1Y | +28.9% | +87.2% | -58.4% | +5.7% |
| 3Y | +71.5% | +179.7% | -108.1% | +21.7% |
| 5Y | +73.6% | +241.7% | -168.1% | +11.2% |
| All | +73.6% | +228.8% | -155.2% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling