-92.6%
IOVA vs AEE
+585.6%
-678.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -7.0% | +0.2% | -7.2% | -7.1% |
| 30D | -44.4% | +9.7% | -54.2% | -46.7% |
| 3M | +24.7% | +5.8% | +18.8% | +21.3% |
| 6M | +118.6% | +4.5% | +114.2% | +113.2% |
| YTD | +196.3% | +15.8% | +180.5% | +177.3% |
| 1Y | +205.3% | +10.8% | +194.5% | +191.2% |
| 3Y | +103.8% | +62.8% | +41.0% | +68.9% |
| 5Y | -65.6% | +56.1% | -121.7% | -71.6% |
| 10Y | +6.4% | +216.4% | -210.0% | -31.9% |
| All | -92.6% | +585.6% | -678.3% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling