+76.2%
AA vs IVZ
+954.3%
-878.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.1% |
| 7D | +1.1% | -2.8% | +3.9% | +2.5% |
| 30D | -1.3% | -2.2% | +0.9% | -0.3% |
| 3M | -23.9% | -8.1% | -15.8% | -21.1% |
| 6M | -36.8% | +3.8% | -40.6% | -38.4% |
| YTD | -22.2% | +11.5% | -33.6% | -27.7% |
| 1Y | +10.4% | +23.7% | -13.3% | -2.5% |
| 3Y | +72.0% | +145.8% | -73.8% | +8.9% |
| 5Y | -15.6% | +36.1% | -51.8% | -30.0% |
| 10Y | +47.8% | +42.4% | +5.3% | +14.0% |
| All | +76.2% | +954.3% | -878.1% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling