-92.0%
IOVA vs AEE
+539.9%
-631.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +9.7% | +0.3% | +9.4% | +9.6% |
| 30D | +102.5% | -2.3% | +104.8% | +104.2% |
| 3M | +100.7% | +0.2% | +100.5% | +99.6% |
| 6M | +106.3% | -4.7% | +111.1% | +109.6% |
| YTD | +222.0% | +8.1% | +213.9% | +211.2% |
| 1Y | +299.5% | +8.5% | +291.0% | +286.5% |
| 3Y | +42.9% | +48.9% | -6.0% | +23.0% |
| 5Y | -65.0% | +39.9% | -104.9% | -69.8% |
| 10Y | +10.3% | +186.5% | -176.3% | -26.6% |
| All | -92.0% | +539.9% | -631.9% | -95.3% |
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