+973.2%
IGV vs AEIS
+887.9%
+85.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.9% |
| 7D | -4.5% | +3.0% | -7.5% | -5.3% |
| 30D | +3.2% | -14.6% | +17.9% | +7.4% |
| 3M | +4.5% | -12.4% | +17.0% | +5.4% |
| 6M | +22.1% | -15.0% | +37.1% | +21.5% |
| YTD | -1.0% | +34.3% | -35.3% | -15.0% |
| 1Y | -2.1% | +87.4% | -89.5% | -24.6% |
| 3Y | +44.6% | +139.8% | -95.2% | 0.0% |
| 5Y | +22.2% | +220.7% | -198.6% | -23.3% |
| 10Y | +364.7% | +531.6% | -166.9% | +117.9% |
| All | +973.2% | +887.9% | +85.3% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling