+170.5%
AEP vs IVZ
+65.9%
+104.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -0.9% | -2.4% | +1.4% | -0.6% |
| 30D | -1.1% | +3.0% | -4.1% | -1.5% |
| 3M | -3.3% | +14.9% | -18.1% | -5.6% |
| 6M | -4.6% | +36.7% | -41.4% | -9.6% |
| YTD | +9.4% | +25.7% | -16.3% | +4.8% |
| 1Y | +16.9% | +47.7% | -30.8% | +8.8% |
| 3Y | +76.6% | +138.8% | -62.2% | +47.8% |
| 5Y | +66.2% | +62.1% | +4.1% | +45.5% |
| All | +170.5% | +65.9% | +104.6% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling