+312.0%
IVV vs AME
+442.0%
-130.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +3.3% | +8.1% | -4.8% | -1.0% |
| 30D | -2.7% | -3.8% | +1.1% | -0.9% |
| 3M | -1.7% | -6.6% | +4.9% | +1.5% |
| 6M | +3.2% | +4.6% | -1.4% | -0.3% |
| YTD | +12.0% | +17.9% | -5.9% | +0.5% |
| 1Y | +12.1% | +23.2% | -11.1% | -2.0% |
| 3Y | +78.6% | +62.9% | +15.7% | +29.4% |
| 5Y | +73.8% | +77.5% | -3.7% | +18.3% |
| All | +312.0% | +442.0% | -130.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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