+117.1%
AA vs IVZ
+64.1%
+53.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.5% |
| 7D | -5.4% | -2.4% | -3.0% | -3.9% |
| 30D | -10.7% | +2.5% | -13.2% | -12.4% |
| 3M | -26.2% | +17.1% | -43.2% | -34.1% |
| 6M | -20.9% | +35.1% | -56.1% | -36.7% |
| YTD | -8.6% | +24.3% | -32.9% | -23.4% |
| 1Y | +57.4% | +48.7% | +8.7% | +16.8% |
| 3Y | +77.8% | +135.6% | -57.8% | -5.0% |
| 5Y | +2.7% | +60.3% | -57.6% | -32.2% |
| All | +117.1% | +64.1% | +53.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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