+75.0%
IWF vs AEIS
+160.8%
-85.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -1.8% | -16.4% | +14.6% | +2.1% |
| 3M | +1.5% | -11.1% | +12.6% | +2.3% |
| 6M | +7.7% | -12.0% | +19.7% | +7.1% |
| YTD | +2.7% | +30.9% | -28.2% | -10.5% |
| 1Y | +6.8% | +74.3% | -67.6% | -16.4% |
| All | +75.0% | +160.8% | -85.8% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling