+27.9%
IWD vs AME
+26.3%
+1.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -1.8% | -8.6% | +6.8% | +0.8% |
| 3M | +8.0% | +5.8% | +2.3% | +5.6% |
| 6M | +17.0% | +3.8% | +13.2% | +14.6% |
| YTD | +21.3% | +14.4% | +6.8% | +15.9% |
| 1Y | +27.9% | +25.8% | +2.2% | +20.1% |
| All | +27.9% | +26.3% | +1.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling