+735.8%
IVV vs AA
-31.3%
+767.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -3.2% |
| 7D | -4.8% | -3.7% | -1.1% | -3.9% |
| 30D | -5.9% | -10.8% | +4.9% | -3.5% |
| 3M | -4.5% | -19.1% | +14.5% | -0.2% |
| 6M | +1.8% | -38.7% | +40.5% | +12.5% |
| YTD | +8.4% | -27.1% | +35.5% | +13.2% |
| 1Y | +9.4% | +8.3% | +1.1% | +3.4% |
| 3Y | +75.3% | +49.6% | +25.7% | +44.0% |
| 5Y | +67.8% | -15.5% | +83.3% | +46.4% |
| 10Y | +314.2% | +60.9% | +253.3% | +146.7% |
| All | +735.8% | -31.3% | +767.1% | +380.7% |
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