+724.9%
IWF vs AEE
+829.1%
-104.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | -1.3% | -1.2% | 0.0% | -0.8% |
| 3M | +0.1% | +1.0% | -0.9% | -0.7% |
| 6M | +10.3% | -2.3% | +12.5% | +10.5% |
| YTD | +4.2% | +9.1% | -5.0% | -0.5% |
| 1Y | +9.3% | +10.6% | -1.2% | +3.6% |
| 3Y | +79.3% | +48.5% | +30.9% | +46.9% |
| 5Y | +73.8% | +39.9% | +33.9% | +44.5% |
| 10Y | +410.9% | +185.7% | +225.2% | +195.5% |
| All | +724.9% | +829.1% | -104.2% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling