+155.4%
IWM vs AEIS
+347.9%
-192.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +0.3% | -6.9% | +7.2% | +2.0% |
| 30D | +0.6% | -23.2% | +23.8% | +8.2% |
| 3M | -6.2% | -29.5% | +23.3% | +2.6% |
| 6M | -0.8% | -37.9% | +37.1% | +10.4% |
| YTD | +14.8% | +6.0% | +8.8% | +2.3% |
| 1Y | +16.1% | +1.2% | +14.9% | +5.1% |
| 3Y | +71.5% | +150.0% | -78.4% | +5.3% |
| 5Y | +25.8% | +141.9% | -116.1% | -23.9% |
| 10Y | +155.4% | +356.2% | -200.7% | +7.8% |
| All | +155.4% | +347.9% | -192.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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