+356.3%
IGV vs AEE
+191.3%
+165.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -2.6% | -2.0% | -0.6% | -2.1% |
| 3M | +10.5% | -2.8% | +13.4% | +11.1% |
| 6M | +18.2% | -3.6% | +21.8% | +18.6% |
| YTD | -4.2% | +7.3% | -11.5% | -7.2% |
| 1Y | -9.8% | +8.7% | -18.5% | -13.2% |
| 3Y | +39.1% | +46.0% | -6.9% | +19.8% |
| 5Y | +21.2% | +39.8% | -18.6% | +5.2% |
| All | +356.3% | +191.3% | +165.0% | +225.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling