+738.6%
IVV vs AEM
+4,121.7%
-3,383.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -2.7% | +15.8% | -18.5% | -3.7% |
| 30D | -5.4% | +6.2% | -11.6% | -5.8% |
| 3M | -4.1% | +14.3% | -18.4% | -5.1% |
| 6M | +0.7% | +1.4% | -0.7% | +0.3% |
| YTD | +8.7% | +13.7% | -5.0% | +7.2% |
| 1Y | +11.0% | +21.3% | -10.4% | +8.8% |
| 3Y | +75.4% | +309.9% | -234.5% | +57.9% |
| 5Y | +68.3% | +301.0% | -232.6% | +50.6% |
| 10Y | +315.5% | +344.0% | -28.5% | +263.0% |
| All | +738.6% | +4,121.7% | -3,383.1% | +634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling