+313.7%
IVV vs AEIS
+546.3%
-232.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.3% |
| 7D | +0.5% | +8.1% | -7.6% | -1.5% |
| 30D | -1.0% | -11.1% | +10.2% | +1.6% |
| 3M | +3.9% | -5.6% | +9.5% | +3.0% |
| 6M | +14.5% | -0.6% | +15.1% | +10.4% |
| YTD | +12.9% | +38.0% | -25.1% | -1.5% |
| 1Y | +19.4% | +87.2% | -67.9% | -5.5% |
| 3Y | +78.8% | +179.7% | -100.9% | +21.5% |
| 5Y | +82.2% | +241.7% | -159.6% | +13.9% |
| 10Y | +313.7% | +547.2% | -233.5% | +89.4% |
| All | +313.7% | +546.3% | -232.7% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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