+763.2%
IWM vs AEE
+889.6%
-126.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +0.3% | +3.0% | -2.7% | -1.1% |
| 30D | +0.6% | +11.2% | -10.7% | -4.5% |
| 3M | -6.2% | +7.0% | -13.2% | -9.4% |
| 6M | -0.8% | +5.7% | -6.5% | -4.0% |
| YTD | +14.8% | +16.2% | -1.5% | +5.7% |
| 1Y | +16.1% | +12.0% | +4.1% | +8.9% |
| 3Y | +71.5% | +63.4% | +8.2% | +31.3% |
| 5Y | +25.8% | +56.0% | -30.3% | -2.9% |
| 10Y | +155.4% | +217.4% | -62.0% | +28.4% |
| All | +763.2% | +889.6% | -126.4% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling