+745.9%
IWD vs AEIS
+543.0%
+202.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +1.7% | +23.2% | -21.5% | -2.2% |
| 30D | +3.2% | -17.0% | +20.2% | +5.7% |
| 3M | +2.3% | -32.2% | +34.5% | +8.0% |
| 6M | +12.9% | -32.6% | +45.5% | +17.6% |
| YTD | +26.2% | +9.4% | +16.9% | +18.9% |
| 1Y | +28.3% | +7.7% | +20.6% | +21.0% |
| 3Y | +84.4% | +157.9% | -73.6% | +43.9% |
| 5Y | +73.0% | +154.8% | -81.8% | +33.0% |
| 10Y | +203.3% | +355.2% | -151.9% | +97.3% |
| All | +745.9% | +543.0% | +202.9% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling