+177.7%
AEP vs IOVA
+4.5%
+173.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | +0.9% | -2.2% | +3.1% | +0.9% |
| 30D | +1.5% | +31.7% | -30.2% | +1.0% |
| 3M | -1.7% | +117.3% | -118.9% | -3.3% |
| 6M | -4.0% | +55.8% | -59.9% | -5.2% |
| YTD | +10.6% | +208.8% | -198.2% | +7.7% |
| 1Y | +18.6% | +255.7% | -237.1% | +15.0% |
| 3Y | +78.7% | +41.7% | +37.0% | +72.7% |
| 5Y | +65.1% | -64.9% | +130.0% | +61.8% |
| 10Y | +177.7% | +6.3% | +171.4% | +177.2% |
| All | +177.7% | +4.5% | +173.3% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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