+148.4%
IWM vs AEE
+218.3%
-69.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +1.9% | +9.7% | -7.9% | -1.6% |
| 3M | -5.7% | +5.8% | -11.5% | -7.7% |
| 6M | -0.3% | +4.5% | -4.7% | -2.3% |
| YTD | +15.8% | +15.8% | 0.0% | +8.9% |
| 1Y | +17.1% | +10.8% | +6.3% | +12.0% |
| 3Y | +73.1% | +62.8% | +10.3% | +40.7% |
| 5Y | +25.9% | +56.1% | -30.2% | +3.1% |
| All | +148.4% | +218.3% | -69.9% | +84.2% |
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