+741.9%
IWM vs AEP
+982.8%
-240.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | -2.8% | +0.8% | -1.0% |
| 30D | -1.5% | +3.6% | -5.1% | -2.8% |
| 3M | -8.0% | +1.8% | -9.8% | -8.7% |
| 6M | -4.1% | -3.1% | -1.0% | -3.4% |
| YTD | +11.9% | +12.2% | -0.3% | +6.4% |
| 1Y | +15.0% | +9.1% | +5.9% | +10.4% |
| 3Y | +64.2% | +77.9% | -13.7% | +28.1% |
| 5Y | +20.4% | +78.1% | -57.7% | -7.1% |
| 10Y | +168.0% | +187.8% | -19.8% | +66.3% |
| All | +741.9% | +982.8% | -240.8% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling