+14.8%
IGV vs AEE
+56.4%
-41.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +2.3% | +1.7% | +0.6% | +2.2% |
| 30D | -6.0% | +9.7% | -15.7% | -7.0% |
| 3M | -4.8% | +5.9% | -10.7% | -5.4% |
| 6M | +14.2% | +6.7% | +7.5% | +13.2% |
| YTD | -4.2% | +17.4% | -21.6% | -7.4% |
| 1Y | -5.3% | +12.7% | -17.9% | -7.5% |
| 3Y | +38.8% | +68.2% | -29.4% | +20.9% |
| All | +14.8% | +56.4% | -41.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling