+18.4%
IWM vs AEIS
+4.7%
+13.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.3% |
| 7D | +1.4% | +11.5% | -10.1% | -0.4% |
| 30D | +2.3% | -15.8% | +18.0% | +4.3% |
| 3M | -8.3% | -33.3% | +25.0% | -3.3% |
| 6M | -1.3% | -35.2% | +33.9% | +3.2% |
| YTD | +13.5% | +5.0% | +8.5% | +3.8% |
| 1Y | +18.4% | +8.5% | +9.9% | +6.5% |
| All | +18.4% | +4.7% | +13.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling