+312.5%
AEP vs IQV
+492.3%
-179.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.2% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +0.5% | +8.6% | -8.1% | -0.9% |
| 3M | -0.3% | +41.1% | -41.4% | -6.1% |
| 6M | -3.5% | +48.6% | -52.0% | -10.3% |
| YTD | +11.3% | +15.0% | -3.7% | +7.6% |
| 1Y | +20.2% | +38.1% | -17.9% | +12.0% |
| 3Y | +79.8% | +21.4% | +58.4% | +68.2% |
| 5Y | +65.6% | -1.0% | +66.6% | +59.0% |
| 10Y | +169.3% | +233.0% | -63.7% | +104.6% |
| All | +312.5% | +492.3% | -179.8% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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