+363.6%
IGV vs AEP
+207.1%
+156.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.3% | +2.9% | -0.5% | +1.8% |
| 30D | -6.0% | +3.2% | -9.2% | -6.6% |
| 3M | -4.8% | +3.8% | -8.6% | -5.6% |
| 6M | +14.2% | +2.5% | +11.7% | +13.2% |
| YTD | -4.2% | +15.5% | -19.7% | -8.2% |
| 1Y | -5.3% | +9.6% | -14.9% | -8.0% |
| 3Y | +38.8% | +91.2% | -52.4% | +12.6% |
| 5Y | +14.2% | +88.2% | -74.0% | -7.4% |
| All | +363.6% | +207.1% | +156.5% | +239.5% |
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