+18.6%
AEP vs IOVA
+254.2%
-235.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | +0.9% | -2.2% | +3.1% | +0.9% |
| 30D | +1.5% | +31.7% | -30.2% | +1.5% |
| 3M | -1.7% | +117.3% | -118.9% | -1.9% |
| 6M | -4.0% | +55.8% | -59.9% | -4.5% |
| YTD | +10.6% | +208.8% | -198.2% | +11.1% |
| 1Y | +18.6% | +255.7% | -237.1% | +19.4% |
| All | +18.6% | +254.2% | -235.6% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling