+40.0%
IWM vs AEP
+68.7%
-28.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | +4.0% | -0.3% | +4.3% | +3.8% |
| 6M | +17.9% | -3.5% | +21.4% | +18.6% |
| YTD | +20.2% | +11.3% | +8.9% | +16.2% |
| 1Y | +25.0% | +20.2% | +4.7% | +17.9% |
| 3Y | +66.0% | +79.8% | -13.8% | +32.8% |
| 5Y | +40.0% | +65.6% | -25.5% | +15.1% |
| All | +40.0% | +68.7% | -28.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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