+953.6%
IGV vs AEP
+651.0%
+302.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.1% |
| 7D | -3.3% | +2.0% | -5.3% | -4.0% |
| 30D | 0.0% | +0.5% | -0.5% | -0.3% |
| 3M | +7.3% | -0.3% | +7.7% | +7.1% |
| 6M | +16.7% | -3.5% | +20.2% | +17.2% |
| YTD | -2.8% | +11.3% | -14.1% | -7.5% |
| 1Y | -6.7% | +20.2% | -26.9% | -13.8% |
| 3Y | +41.1% | +79.8% | -38.6% | +9.8% |
| 5Y | +22.0% | +65.6% | -43.6% | -3.2% |
| 10Y | +357.9% | +169.3% | +188.6% | +191.1% |
| All | +953.6% | +651.0% | +302.6% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling