-9.8%
IGV vs AEP
+17.4%
-27.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -1.1% |
| 7D | -5.4% | -1.0% | -4.4% | -5.8% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | +10.5% | -3.2% | +13.7% | +9.2% |
| 6M | +18.2% | -5.3% | +23.5% | +16.1% |
| YTD | -4.2% | +9.5% | -13.8% | -1.9% |
| 1Y | -9.8% | +17.5% | -27.3% | -5.1% |
| All | -9.8% | +17.4% | -27.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling