+39.1%
IGV vs AEE
+63.2%
-24.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.7% |
| 7D | +2.5% | +0.6% | +1.8% | +2.6% |
| 30D | -8.6% | +8.8% | -17.4% | -7.5% |
| 3M | -1.6% | +5.1% | -6.6% | -0.8% |
| 6M | +13.4% | +5.2% | +8.3% | +14.6% |
| YTD | -4.0% | +16.1% | -20.1% | -3.3% |
| 1Y | -7.6% | +10.4% | -18.1% | -6.7% |
| All | +39.1% | +63.2% | -24.0% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling