+561.8%
AEP vs IOVA
-92.3%
+654.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +0.7% | -7.0% | +7.7% | +0.8% |
| 30D | +4.8% | -44.4% | +49.2% | +5.0% |
| 3M | +5.4% | +24.7% | -19.3% | +5.2% |
| 6M | +0.4% | +118.6% | -118.3% | -0.1% |
| YTD | +15.5% | +196.3% | -180.8% | +14.7% |
| 1Y | +8.5% | +205.3% | -196.8% | +7.8% |
| 3Y | +84.6% | +103.8% | -19.2% | +83.0% |
| 5Y | +86.9% | -65.6% | +152.5% | +85.8% |
| 10Y | +205.1% | +6.4% | +198.7% | +202.9% |
| All | +561.8% | -92.3% | +654.1% | +546.5% |
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