+769.1%
IWM vs AEIS
+516.4%
+252.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.3% | -8.1% | +0.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.3% |
| 30D | +1.3% | -24.0% | +25.3% | +7.6% |
| 3M | -6.1% | -32.5% | +26.4% | +2.1% |
| 6M | -0.1% | -38.6% | +38.5% | +9.2% |
| YTD | +15.5% | +4.8% | +10.7% | +7.6% |
| 1Y | +18.1% | +1.3% | +16.8% | +10.9% |
| 3Y | +74.6% | +159.2% | -84.6% | +23.8% |
| 5Y | +24.6% | +140.8% | -116.2% | -11.1% |
| 10Y | +161.3% | +349.8% | -188.5% | +47.6% |
| All | +769.1% | +516.4% | +252.8% | +184.7% |
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