+16.9%
AEP vs IVZ
+49.7%
-32.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -0.9% | -2.4% | +1.4% | -1.0% |
| 30D | -1.1% | +3.0% | -4.1% | -0.9% |
| 3M | -3.3% | +14.9% | -18.1% | -2.7% |
| 6M | -4.6% | +36.7% | -41.4% | -3.7% |
| YTD | +9.4% | +25.7% | -16.3% | +10.2% |
| 1Y | +16.9% | +47.7% | -30.8% | +18.1% |
| All | +16.9% | +49.7% | -32.8% | +18.1% |
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