+413.4%
IWF vs AEIS
+562.2%
-148.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | -0.7% |
| 7D | -0.9% | +2.3% | -3.2% | -1.6% |
| 30D | -1.7% | -14.8% | +13.1% | +2.5% |
| 3M | +0.7% | -15.6% | +16.2% | +3.6% |
| 6M | +8.6% | -8.7% | +17.3% | +7.2% |
| YTD | +3.5% | +37.3% | -33.8% | -11.3% |
| 1Y | +7.0% | +80.3% | -73.3% | -17.0% |
| 3Y | +76.3% | +177.9% | -101.6% | +14.3% |
| 5Y | +74.8% | +235.8% | -161.1% | +4.3% |
| All | +413.4% | +562.2% | -148.8% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling