+738.6%
IVV vs AME
+9,040.1%
-8,301.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.9% |
| 7D | -2.7% | -5.2% | +2.5% | -0.3% |
| 30D | -5.4% | -8.0% | +2.7% | -1.7% |
| 3M | -4.1% | -8.9% | +4.8% | -0.1% |
| 6M | +0.7% | -5.0% | +5.7% | +2.5% |
| YTD | +8.7% | +11.9% | -3.1% | +1.7% |
| 1Y | +11.0% | +16.6% | -5.7% | +1.7% |
| 3Y | +75.4% | +62.5% | +13.0% | +34.4% |
| 5Y | +68.3% | +67.6% | +0.7% | +26.6% |
| 10Y | +315.5% | +450.4% | -134.8% | +74.9% |
| All | +738.6% | +9,040.1% | -8,301.5% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling