-11.4%
IGV vs AEE
+13.9%
-25.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.5% |
| 7D | -8.3% | +2.4% | -10.7% | -7.1% |
| 30D | -10.9% | +10.9% | -21.9% | -5.4% |
| 3M | -2.3% | +4.3% | -6.5% | +0.3% |
| 6M | +12.2% | +2.5% | +9.7% | +15.4% |
| YTD | -6.3% | +15.3% | -21.7% | +2.1% |
| 1Y | -11.4% | +14.6% | -25.9% | -3.2% |
| All | -11.4% | +13.9% | -25.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling