+75.4%
IVV vs AEP
+76.7%
-1.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.6% |
| 30D | -5.4% | +3.6% | -9.0% | -5.5% |
| 3M | -4.1% | +1.8% | -5.8% | -4.1% |
| 6M | +0.7% | -3.1% | +3.9% | +0.8% |
| YTD | +8.7% | +12.2% | -3.5% | +8.1% |
| 1Y | +11.0% | +9.1% | +1.8% | +10.5% |
| 3Y | +75.4% | +77.9% | -2.5% | +68.0% |
| All | +75.4% | +76.7% | -1.3% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling