+938.5%
IGV vs AEIS
+672.6%
+265.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.9% |
| 7D | +2.3% | +11.5% | -9.2% | -0.9% |
| 30D | -6.0% | -15.8% | +9.8% | -2.5% |
| 3M | -4.8% | -33.3% | +28.5% | +4.4% |
| 6M | +14.2% | -35.2% | +49.4% | +22.4% |
| YTD | -4.2% | +5.0% | -9.3% | -13.5% |
| 1Y | -5.3% | +8.5% | -13.7% | -15.3% |
| 3Y | +38.8% | +152.9% | -114.1% | -7.2% |
| 5Y | +14.2% | +144.6% | -130.4% | -23.8% |
| 10Y | +357.6% | +337.1% | +20.4% | +133.9% |
| All | +938.5% | +672.6% | +265.9% | +179.4% |
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