+738.6%
IVV vs AEP
+979.0%
-240.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -2.8% | +0.1% | -1.7% |
| 30D | -5.4% | +3.6% | -9.0% | -6.7% |
| 3M | -4.1% | +1.8% | -5.8% | -4.8% |
| 6M | +0.7% | -3.1% | +3.9% | +1.4% |
| YTD | +8.7% | +12.2% | -3.5% | +3.4% |
| 1Y | +11.0% | +9.1% | +1.8% | +6.5% |
| 3Y | +75.4% | +77.9% | -2.5% | +37.4% |
| 5Y | +68.3% | +78.1% | -9.8% | +30.5% |
| 10Y | +315.5% | +187.8% | +127.8% | +162.3% |
| All | +738.6% | +979.0% | -240.3% | +226.1% |
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