+790.3%
IVV vs AAL
-33.6%
+823.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -2.7% | +4.6% | -7.3% | -3.3% |
| 30D | -5.4% | +2.6% | -7.9% | -5.8% |
| 3M | -4.1% | -17.8% | +13.7% | -1.6% |
| 6M | +0.7% | +1.9% | -1.1% | -0.2% |
| YTD | +8.7% | -14.0% | +22.8% | +9.8% |
| 1Y | +11.0% | +0.2% | +10.7% | +9.5% |
| 3Y | +75.4% | +13.0% | +62.4% | +65.4% |
| 5Y | +68.3% | -39.6% | +107.9% | +69.4% |
| 10Y | +315.5% | -65.7% | +381.2% | +312.2% |
| All | +790.3% | -33.6% | +823.9% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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