+68.2%
IVV vs AA
-15.4%
+83.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -5.4% | -6.7% | +1.3% | -4.4% |
| 3M | -4.1% | -16.3% | +12.3% | -1.7% |
| 6M | +0.7% | -37.1% | +37.8% | +7.1% |
| YTD | +8.7% | -25.0% | +33.7% | +11.3% |
| 1Y | +11.0% | +8.6% | +2.4% | +6.5% |
| 3Y | +75.4% | +57.2% | +18.2% | +51.8% |
| All | +68.2% | -15.4% | +83.6% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling