+808.3%
IWM vs AEE
+820.3%
-12.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -1.3% | -2.3% | +1.0% | -0.2% |
| 3M | +1.6% | +0.2% | +1.4% | +1.1% |
| 6M | +13.6% | -4.7% | +18.3% | +15.5% |
| YTD | +20.8% | +8.1% | +12.7% | +15.3% |
| 1Y | +26.4% | +8.5% | +17.9% | +20.3% |
| 3Y | +60.7% | +48.9% | +11.8% | +28.5% |
| 5Y | +38.2% | +39.9% | -1.7% | +12.4% |
| 10Y | +169.5% | +186.5% | -17.1% | +42.3% |
| All | +808.3% | +820.3% | -12.0% | +179.8% |
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