+19.1%
AA vs IVZ
+63.4%
-44.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +5.0% |
| 7D | +1.7% | +1.1% | +0.6% | +0.8% |
| 30D | +3.3% | +3.1% | +0.2% | +0.9% |
| 3M | -29.4% | +18.2% | -47.6% | -37.3% |
| 6M | -12.8% | +38.6% | -51.4% | -31.2% |
| YTD | -2.1% | +25.9% | -28.0% | -18.5% |
| 1Y | +62.8% | +51.7% | +11.1% | +19.0% |
| 3Y | +90.5% | +138.7% | -48.2% | -0.6% |
| 5Y | +19.1% | +62.8% | -43.7% | -27.5% |
| All | +19.1% | +63.4% | -44.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling