+143.5%
IWM vs AEE
+222.5%
-79.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +1.4% | +1.7% | -0.3% | +0.8% |
| 30D | +2.3% | +9.7% | -7.5% | -1.2% |
| 3M | -8.3% | +5.9% | -14.2% | -10.3% |
| 6M | -1.3% | +6.7% | -8.0% | -4.1% |
| YTD | +13.5% | +17.4% | -3.8% | +6.2% |
| 1Y | +18.4% | +12.7% | +5.7% | +12.5% |
| 3Y | +69.6% | +68.2% | +1.4% | +36.1% |
| 5Y | +23.3% | +57.3% | -34.0% | +0.7% |
| All | +143.5% | +222.5% | -79.0% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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