+1,408.8%
AEP vs IVZ
+948.4%
+460.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +2.5% | +5.1% | -2.7% | +1.7% |
| 30D | +3.4% | -1.6% | +4.9% | +3.5% |
| 3M | +4.2% | -9.1% | +13.3% | +5.5% |
| 6M | -0.8% | +1.8% | -2.6% | -1.6% |
| YTD | +15.2% | +10.8% | +4.4% | +12.3% |
| 1Y | +8.3% | +19.1% | -10.8% | +4.3% |
| 3Y | +84.2% | +144.4% | -60.2% | +55.3% |
| 5Y | +87.8% | +33.6% | +54.3% | +71.1% |
| 10Y | +204.4% | +41.7% | +162.8% | +156.4% |
| All | +1,408.8% | +948.4% | +460.4% | +873.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling