+738.6%
IVV vs AA
-29.3%
+767.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.3% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -5.4% | -6.7% | +1.3% | -3.9% |
| 3M | -4.1% | -16.3% | +12.3% | -0.5% |
| 6M | +0.7% | -37.1% | +37.8% | +10.6% |
| YTD | +8.7% | -25.0% | +33.7% | +12.8% |
| 1Y | +11.0% | +8.6% | +2.4% | +4.8% |
| 3Y | +75.4% | +57.2% | +18.2% | +42.4% |
| 5Y | +68.3% | -13.0% | +81.4% | +45.9% |
| 10Y | +315.5% | +65.5% | +250.0% | +145.8% |
| All | +738.6% | -29.3% | +767.9% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling