+307.4%
IVV vs AEE
+211.4%
+96.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -0.6% | +3.0% | -3.6% | -1.6% |
| 30D | -3.7% | +11.2% | -14.9% | -7.4% |
| 3M | -2.7% | +7.0% | -9.7% | -5.2% |
| 6M | +2.2% | +5.7% | -3.5% | -0.3% |
| YTD | +10.9% | +16.2% | -5.3% | +3.9% |
| 1Y | +11.3% | +12.0% | -0.7% | +5.8% |
| 3Y | +76.9% | +63.4% | +13.5% | +42.4% |
| 5Y | +73.5% | +56.0% | +17.4% | +41.0% |
| 10Y | +307.4% | +217.4% | +90.0% | +182.4% |
| All | +307.4% | +211.4% | +96.0% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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