+357.7%
IGV vs AEP
+174.9%
+182.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -1.5% | -1.1% | -0.5% | -1.3% |
| 3M | +11.7% | -3.3% | +15.0% | +12.2% |
| 6M | +18.4% | -4.6% | +23.1% | +19.0% |
| YTD | -3.9% | +9.4% | -13.3% | -6.8% |
| 1Y | -9.7% | +16.9% | -26.6% | -14.1% |
| 3Y | +38.4% | +76.6% | -38.2% | +14.2% |
| 5Y | +21.6% | +66.2% | -44.6% | +1.8% |
| All | +357.7% | +174.9% | +182.9% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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