+166.9%
IWM vs AME
+421.6%
-254.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | +2.8% | -1.4% | -0.4% |
| 30D | -2.3% | -6.3% | +4.0% | +1.9% |
| 3M | +4.0% | +5.4% | -1.4% | -0.1% |
| 6M | +17.9% | +7.4% | +10.5% | +11.6% |
| YTD | +20.2% | +16.2% | +4.0% | +7.7% |
| 1Y | +25.0% | +26.8% | -1.8% | +5.1% |
| 3Y | +66.0% | +57.5% | +8.5% | +18.3% |
| 5Y | +40.0% | +84.8% | -44.8% | -11.3% |
| 10Y | +166.9% | +424.3% | -257.4% | -7.1% |
| All | +166.9% | +421.6% | -254.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling