+309.6%
IVV vs AEM
+366.3%
-56.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.5% | +1.9% |
| 7D | +0.1% | +17.8% | -17.7% | -1.5% |
| 30D | -3.3% | +6.2% | -9.5% | -4.0% |
| 3M | -2.4% | +12.5% | -14.9% | -3.7% |
| 6M | +2.6% | +4.4% | -1.8% | +1.7% |
| YTD | +11.3% | +19.2% | -7.9% | +8.6% |
| 1Y | +13.4% | +25.5% | -12.1% | +10.1% |
| 3Y | +80.3% | +346.4% | -266.2% | +54.9% |
| 5Y | +72.7% | +305.7% | -233.0% | +47.8% |
| 10Y | +309.6% | +375.9% | -66.3% | +247.0% |
| All | +309.6% | +366.3% | -56.7% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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