-9.9%
IGV vs AEE
+8.8%
-18.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -1.3% |
| 7D | -5.4% | -0.7% | -4.7% | -5.7% |
| 30D | -2.6% | -2.0% | -0.6% | -3.6% |
| 3M | +10.5% | -2.8% | +13.4% | +9.6% |
| 6M | +18.2% | -3.6% | +21.8% | +17.4% |
| YTD | -4.2% | +7.3% | -11.5% | -0.4% |
| All | -9.9% | +8.8% | -18.8% | -5.9% |
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