+79.8%
AEP vs IOVA
+50.0%
+29.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | +2.0% | +5.1% | -3.1% | +1.9% |
| 30D | +0.5% | +37.2% | -36.7% | +0.2% |
| 3M | -0.3% | +117.5% | -117.8% | -1.3% |
| 6M | -3.5% | +69.6% | -73.1% | -4.3% |
| YTD | +11.3% | +218.7% | -207.4% | +9.4% |
| 1Y | +20.2% | +265.5% | -245.3% | +17.9% |
| 3Y | +79.8% | +46.2% | +33.6% | +66.7% |
| All | +79.8% | +50.0% | +29.8% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling