+356.3%
IGV vs AEIS
+531.1%
-174.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.6% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -2.6% | -16.4% | +13.8% | +2.2% |
| 3M | +10.5% | -11.1% | +21.7% | +10.8% |
| 6M | +18.2% | -12.0% | +30.2% | +15.9% |
| YTD | -4.2% | +30.9% | -35.1% | -19.7% |
| 1Y | -9.8% | +74.3% | -84.2% | -32.7% |
| 3Y | +39.1% | +165.2% | -126.1% | -14.7% |
| 5Y | +21.2% | +220.0% | -198.8% | -31.9% |
| All | +356.3% | +531.1% | -174.8% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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