+11,455.8%
AME vs IVZ
+948.4%
+10,507.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +8.1% | +5.1% | +3.0% | +6.5% |
| 30D | -3.8% | -1.6% | -2.2% | -3.4% |
| 3M | -6.6% | -9.1% | +2.5% | -4.0% |
| 6M | +4.6% | +1.8% | +2.8% | +3.4% |
| YTD | +17.9% | +10.8% | +7.1% | +13.1% |
| 1Y | +23.2% | +19.1% | +4.1% | +15.4% |
| 3Y | +62.9% | +144.4% | -81.5% | +18.9% |
| 5Y | +77.5% | +33.6% | +44.0% | +51.5% |
| 10Y | +444.7% | +41.7% | +403.0% | +320.9% |
| All | +11,455.8% | +948.4% | +10,507.4% | +4,810.9% |
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