+416.2%
AME vs IVZ
+64.1%
+352.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | 0.0% | -2.4% | +2.4% | +0.9% |
| 30D | -8.6% | +2.5% | -11.1% | -9.5% |
| 3M | +5.8% | +17.1% | -11.3% | -0.6% |
| 6M | +3.8% | +35.1% | -31.3% | -7.7% |
| YTD | +14.4% | +24.3% | -9.9% | +4.4% |
| 1Y | +25.8% | +48.7% | -22.9% | +6.9% |
| 3Y | +55.2% | +135.6% | -80.5% | +6.2% |
| 5Y | +85.5% | +60.3% | +25.2% | +41.9% |
| All | +416.2% | +64.1% | +352.1% | +247.4% |
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 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