+25.8%
IWM vs AEE
+57.9%
-32.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.3% | +3.0% | -2.7% | -0.6% |
| 30D | +0.6% | +11.2% | -10.7% | -2.8% |
| 3M | -6.2% | +7.0% | -13.2% | -8.3% |
| 6M | -0.8% | +5.7% | -6.5% | -2.9% |
| YTD | +14.8% | +16.2% | -1.5% | +8.3% |
| 1Y | +16.1% | +12.0% | +4.1% | +11.1% |
| 3Y | +71.5% | +63.4% | +8.2% | +40.0% |
| 5Y | +25.8% | +56.0% | -30.3% | +4.1% |
| All | +25.8% | +57.9% | -32.1% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling