+532.9%
AEP vs IOVA
-91.6%
+624.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +1.8% | +9.7% | -7.9% | +1.8% |
| 30D | -0.8% | +102.5% | -103.3% | -1.1% |
| 3M | -1.8% | +100.7% | -102.5% | -2.2% |
| 6M | -5.4% | +106.3% | -111.7% | -5.7% |
| YTD | +10.4% | +222.0% | -211.5% | +9.8% |
| 1Y | +18.2% | +299.5% | -281.4% | +17.3% |
| 3Y | +79.0% | +42.9% | +36.0% | +77.7% |
| 5Y | +64.8% | -65.0% | +129.8% | +64.0% |
| 10Y | +170.8% | +10.3% | +160.6% | +169.0% |
| All | +532.9% | -91.6% | +624.5% | +518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling