+72.9%
IWD vs AEIS
+144.8%
-71.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +0.1% |
| 7D | +1.3% | +1.0% | +0.3% | +0.6% |
| 30D | +3.6% | -24.0% | +27.6% | +7.8% |
| 3M | +2.3% | -32.5% | +34.8% | +8.1% |
| 6M | +13.0% | -38.6% | +51.6% | +19.8% |
| YTD | +26.2% | +4.8% | +21.3% | +16.7% |
| 1Y | +30.5% | +1.3% | +29.1% | +21.4% |
| 3Y | +86.2% | +159.2% | -73.0% | +29.7% |
| 5Y | +72.9% | +140.8% | -67.9% | +16.8% |
| All | +72.9% | +144.8% | -71.9% | +16.8% |
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 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