+808.3%
IWM vs AEM
+5,048.7%
-4,240.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -1.3% | +24.0% | -25.3% | -3.2% |
| 3M | +1.6% | +16.1% | -14.5% | +0.1% |
| 6M | +13.6% | -11.6% | +25.2% | +14.3% |
| YTD | +20.8% | +21.5% | -0.8% | +18.1% |
| 1Y | +26.4% | +39.2% | -12.8% | +22.1% |
| 3Y | +60.7% | +347.4% | -286.7% | +39.8% |
| 5Y | +38.2% | +290.1% | -252.0% | +20.4% |
| 10Y | +169.5% | +357.8% | -188.3% | +126.4% |
| All | +808.3% | +5,048.7% | -4,240.4% | +642.5% |
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