+309.6%
IVV vs AA
+64.5%
+245.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.4% |
| 7D | +0.1% | +4.8% | -4.7% | -0.7% |
| 30D | -3.3% | -0.6% | -2.7% | -3.3% |
| 3M | -2.4% | -16.3% | +13.9% | +0.2% |
| 6M | +2.6% | -33.4% | +36.0% | +8.7% |
| YTD | +11.3% | -20.7% | +32.0% | +13.2% |
| 1Y | +13.4% | +12.9% | +0.5% | +8.2% |
| 3Y | +80.3% | +75.7% | +4.6% | +52.6% |
| 5Y | +72.7% | -6.8% | +79.5% | +55.1% |
| 10Y | +309.6% | +53.6% | +256.0% | +177.2% |
| All | +309.6% | +64.5% | +245.2% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling