+741.9%
IWM vs AME
+9,479.5%
-8,737.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.6% | -0.5% |
| 7D | -2.0% | -5.2% | +3.1% | +0.9% |
| 30D | -1.5% | -8.0% | +6.6% | +3.2% |
| 3M | -8.0% | -8.9% | +0.9% | -3.3% |
| 6M | -4.1% | -5.0% | +0.9% | -2.0% |
| YTD | +11.9% | +11.9% | 0.0% | +3.3% |
| 1Y | +15.0% | +16.6% | -1.6% | +3.6% |
| 3Y | +64.2% | +62.5% | +1.7% | +19.4% |
| 5Y | +20.4% | +67.6% | -47.2% | -14.2% |
| 10Y | +168.0% | +450.4% | -282.4% | -6.4% |
| All | +741.9% | +9,479.5% | -8,737.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling