+21.2%
IGV vs AEIS
+238.7%
-217.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.5% | +6.5% | -8.0% | -3.3% |
| 30D | -3.0% | -9.2% | +6.2% | -1.0% |
| 3M | +9.6% | -8.3% | +17.9% | +8.6% |
| 6M | +16.1% | -6.3% | +22.5% | +10.9% |
| YTD | -3.6% | +36.5% | -40.1% | -22.3% |
| 1Y | -7.8% | +84.8% | -92.6% | -35.7% |
| 3Y | +40.0% | +176.6% | -136.6% | -23.5% |
| 5Y | +21.2% | +237.1% | -215.9% | -43.8% |
| All | +21.2% | +238.7% | -217.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling