+727.5%
IWF vs AEE
+820.3%
-92.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -0.4% | -2.3% | +1.9% | +0.5% |
| 3M | -2.6% | +0.2% | -2.8% | -3.1% |
| 6M | +9.1% | -4.7% | +13.9% | +10.6% |
| YTD | +4.5% | +8.1% | -3.6% | +0.2% |
| 1Y | +10.1% | +8.5% | +1.5% | +5.2% |
| 3Y | +77.6% | +48.9% | +28.7% | +45.2% |
| 5Y | +73.7% | +39.9% | +33.8% | +44.4% |
| 10Y | +411.5% | +186.5% | +225.0% | +195.3% |
| All | +727.5% | +820.3% | -92.8% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling