+770.9%
IWM vs AEM
+4,576.7%
-3,805.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +1.9% | -1.2% | +3.0% | +1.8% |
| 3M | -5.7% | +2.5% | -8.2% | -6.1% |
| 6M | -0.3% | -5.1% | +4.8% | -0.3% |
| YTD | +15.8% | +10.4% | +5.4% | +14.0% |
| 1Y | +17.1% | +11.8% | +5.3% | +15.1% |
| 3Y | +73.1% | +315.6% | -242.6% | +51.4% |
| 5Y | +25.9% | +266.3% | -240.4% | +10.2% |
| 10Y | +151.9% | +427.4% | -275.4% | +109.6% |
| All | +770.9% | +4,576.7% | -3,805.8% | +616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling