+1,356.8%
AEP vs IVZ
+1,090.9%
+265.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | +0.5% | +3.1% | -2.6% | 0.0% |
| 3M | -0.3% | +18.2% | -18.5% | -3.1% |
| 6M | -3.5% | +38.6% | -42.1% | -8.6% |
| YTD | +11.3% | +25.9% | -14.6% | +6.6% |
| 1Y | +20.2% | +51.7% | -31.4% | +11.7% |
| 3Y | +79.8% | +138.7% | -58.9% | +52.5% |
| 5Y | +65.6% | +62.8% | +2.8% | +46.3% |
| 10Y | +169.3% | +60.9% | +108.4% | +122.6% |
| All | +1,356.8% | +1,090.9% | +265.9% | +823.7% |
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 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