+671.1%
IWF vs AEIS
+517.4%
+153.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.2% |
| 7D | +2.8% | +11.5% | -8.7% | +0.2% |
| 30D | -7.5% | -15.8% | +8.2% | -4.6% |
| 3M | -8.5% | -33.3% | +24.8% | -1.2% |
| 6M | -7.4% | -35.2% | +27.8% | -1.0% |
| YTD | -2.6% | +5.0% | -7.7% | -8.0% |
| 1Y | -1.8% | +8.5% | -10.3% | -8.0% |
| 3Y | +65.5% | +152.9% | -87.4% | +24.8% |
| 5Y | +55.8% | +144.6% | -88.8% | +17.1% |
| 10Y | +384.9% | +337.1% | +47.7% | +200.0% |
| All | +671.1% | +517.4% | +153.7% | +189.1% |
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