+776.1%
IVV vs AEP
+961.7%
-185.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | +0.1% | -0.8% | +0.9% | +0.3% |
| 3M | +2.0% | -1.8% | +3.8% | +2.4% |
| 6M | +13.0% | -5.4% | +18.4% | +14.7% |
| YTD | +13.6% | +10.4% | +3.1% | +8.7% |
| 1Y | +20.1% | +18.2% | +1.9% | +11.8% |
| 3Y | +77.6% | +79.0% | -1.3% | +38.7% |
| 5Y | +82.5% | +64.8% | +17.6% | +45.7% |
| 10Y | +316.5% | +170.8% | +145.7% | +169.1% |
| All | +776.1% | +961.7% | -185.5% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling