+40.0%
IWM vs AEM
+297.7%
-257.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.2% |
| 7D | +1.4% | +4.3% | -2.9% | +0.7% |
| 30D | -2.3% | +13.1% | -15.4% | -4.4% |
| 3M | +4.0% | +24.8% | -20.8% | -0.1% |
| 6M | +17.9% | -8.2% | +26.2% | +18.5% |
| YTD | +20.2% | +19.8% | +0.4% | +15.6% |
| 1Y | +25.0% | +32.1% | -7.1% | +18.0% |
| 3Y | +66.0% | +348.2% | -282.2% | +25.6% |
| 5Y | +40.0% | +297.5% | -257.4% | +4.3% |
| All | +40.0% | +297.7% | -257.6% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling