+38.9%
IGV vs AEP
+78.6%
-39.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.4% |
| 30D | -3.0% | +1.5% | -4.5% | -2.7% |
| 3M | +9.6% | -1.7% | +11.2% | +9.3% |
| 6M | +16.1% | -4.0% | +20.2% | +15.6% |
| YTD | -3.6% | +10.6% | -14.2% | -2.5% |
| 1Y | -7.8% | +18.6% | -26.5% | -6.2% |
| All | +38.9% | +78.6% | -39.7% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling