+65.1%
AEP vs IVZ
+61.5%
+3.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.9% | +1.2% | -0.3% | +0.8% |
| 30D | +1.5% | +1.8% | -0.3% | +1.3% |
| 3M | -1.7% | +15.7% | -17.4% | -3.4% |
| 6M | -4.0% | +36.3% | -40.4% | -7.6% |
| YTD | +10.6% | +24.9% | -14.3% | +7.3% |
| 1Y | +18.6% | +48.9% | -30.3% | +12.4% |
| 3Y | +78.7% | +136.8% | -58.1% | +54.2% |
| 5Y | +65.1% | +60.0% | +5.1% | +43.4% |
| All | +65.1% | +61.5% | +3.6% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling