-63.2%
IOVA vs AEE
+43.4%
-106.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +5.1% | +1.3% | +3.8% | +4.5% |
| 30D | +37.2% | -1.2% | +38.5% | +37.9% |
| 3M | +117.5% | +1.0% | +116.5% | +115.3% |
| 6M | +69.6% | -2.3% | +71.9% | +70.7% |
| YTD | +218.7% | +9.1% | +209.5% | +205.4% |
| 1Y | +265.5% | +10.6% | +255.0% | +249.9% |
| 3Y | +46.2% | +48.5% | -2.3% | +24.5% |
| 5Y | -63.2% | +39.9% | -103.1% | -69.5% |
| All | -63.2% | +43.4% | -106.6% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling