+727.5%
IWF vs AEIS
+689.5%
+38.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | +0.5% | +3.0% | -2.4% | -0.1% |
| 30D | -0.4% | -14.6% | +14.3% | +2.9% |
| 3M | -2.6% | -12.4% | +9.8% | -1.3% |
| 6M | +9.1% | -15.0% | +24.1% | +10.2% |
| YTD | +4.5% | +34.3% | -29.8% | -5.5% |
| 1Y | +10.1% | +87.4% | -77.3% | -8.3% |
| 3Y | +77.6% | +139.8% | -62.1% | +36.7% |
| 5Y | +73.7% | +220.7% | -147.0% | +24.1% |
| 10Y | +411.5% | +531.6% | -120.1% | +195.3% |
| All | +727.5% | +689.5% | +38.1% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling