+0.7%
IVV vs AME
-4.0%
+4.8%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.4% |
| 7D | -2.7% | -5.2% | +2.5% | -1.4% |
| 30D | -5.4% | -8.0% | +2.7% | -3.3% |
| 3M | -4.1% | -8.9% | +4.8% | -1.7% |
| 6M | +0.7% | -5.0% | +5.7% | +0.9% |
| All | +0.7% | -4.0% | +4.8% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling