+10.8%
AEP vs IVZ
+30.5%
-19.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.9% |
| 30D | +7.9% | -3.5% | +11.4% | +7.9% |
| 3M | +1.5% | -7.4% | +8.8% | +1.3% |
| 6M | -2.6% | +14.7% | -17.3% | -1.8% |
| YTD | +14.7% | +14.6% | 0.0% | +15.5% |
| 1Y | +10.8% | +30.7% | -19.9% | +12.4% |
| All | +10.8% | +30.5% | -19.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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