+73.6%
IWF vs AEIS
+238.7%
-165.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.1% |
| 7D | +0.5% | +6.5% | -5.9% | -1.4% |
| 30D | -1.4% | -9.2% | +7.8% | +1.0% |
| 3M | +0.4% | -8.3% | +8.8% | +0.5% |
| 6M | +8.5% | -6.3% | +14.8% | +5.6% |
| YTD | +3.7% | +36.5% | -32.8% | -13.2% |
| 1Y | +8.5% | +84.8% | -76.3% | -20.4% |
| 3Y | +78.5% | +176.6% | -98.1% | +5.4% |
| 5Y | +73.6% | +237.1% | -163.4% | -11.6% |
| All | +73.6% | +238.7% | -165.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling