+313.7%
IVV vs AEP
+170.2%
+143.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.5% | +2.0% | -1.5% | -0.1% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +3.9% | -0.3% | +4.2% | +3.7% |
| 6M | +14.5% | -3.5% | +18.0% | +15.3% |
| YTD | +12.9% | +11.3% | +1.6% | +8.2% |
| 1Y | +19.4% | +20.2% | -0.9% | +11.1% |
| 3Y | +78.8% | +79.8% | -1.0% | +40.2% |
| 5Y | +82.2% | +65.6% | +16.6% | +46.5% |
| 10Y | +313.7% | +169.3% | +144.4% | +203.2% |
| All | +313.7% | +170.2% | +143.5% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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