+776.1%
IVV vs AEM
+4,411.7%
-3,635.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.1% | +24.0% | -23.9% | -1.5% |
| 3M | +2.0% | +16.1% | -14.1% | +0.8% |
| 6M | +13.0% | -11.6% | +24.7% | +13.6% |
| YTD | +13.6% | +21.5% | -8.0% | +11.6% |
| 1Y | +20.1% | +39.2% | -19.1% | +16.7% |
| 3Y | +77.6% | +347.4% | -269.8% | +59.0% |
| 5Y | +82.5% | +290.1% | -207.7% | +63.5% |
| 10Y | +316.5% | +357.8% | -41.3% | +263.1% |
| All | +776.1% | +4,411.7% | -3,635.6% | +665.1% |
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