+756.6%
IWM vs AEE
+888.2%
-131.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +2.8% | +0.6% | +2.1% | +2.5% |
| 30D | +0.6% | +8.8% | -8.2% | -3.4% |
| 3M | -7.8% | +5.1% | -12.8% | -10.1% |
| 6M | -1.0% | +5.2% | -6.1% | -3.9% |
| YTD | +13.9% | +16.1% | -2.2% | +5.0% |
| 1Y | +15.4% | +10.4% | +5.0% | +9.0% |
| 3Y | +70.2% | +63.1% | +7.1% | +30.4% |
| 5Y | +23.7% | +55.6% | -31.9% | -4.4% |
| 10Y | +147.8% | +217.1% | -69.3% | +24.6% |
| All | +756.6% | +888.2% | -131.6% | +154.7% |
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 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