+808.3%
IWM vs AEIS
+689.5%
+118.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | +0.1% | +3.0% | -2.9% | -0.7% |
| 30D | -1.3% | -14.6% | +13.4% | +2.6% |
| 3M | +1.6% | -12.4% | +14.1% | +3.0% |
| 6M | +13.6% | -15.0% | +28.5% | +14.7% |
| YTD | +20.8% | +34.3% | -13.5% | +7.0% |
| 1Y | +26.4% | +87.4% | -61.0% | +1.6% |
| 3Y | +60.7% | +139.8% | -79.1% | +18.0% |
| 5Y | +38.2% | +220.7% | -182.5% | -7.2% |
| 10Y | +169.5% | +531.6% | -362.1% | +41.6% |
| All | +808.3% | +689.5% | +118.8% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling