+143.5%
IWM vs AEM
+412.5%
-268.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -6.8% | +8.3% | +2.2% |
| 30D | +2.3% | +0.8% | +1.5% | +2.0% |
| 3M | -8.3% | -0.8% | -7.5% | -8.5% |
| 6M | -1.3% | -8.5% | +7.2% | -0.9% |
| YTD | +13.5% | +5.9% | +7.6% | +11.8% |
| 1Y | +18.4% | +6.6% | +11.8% | +16.4% |
| 3Y | +69.6% | +302.2% | -232.6% | +43.3% |
| 5Y | +23.3% | +250.8% | -227.5% | +4.0% |
| All | +143.5% | +412.5% | -268.9% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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