+776.1%
IVV vs AME
+9,388.0%
-8,611.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +0.1% | -6.7% | +6.8% | +3.4% |
| 3M | +2.0% | +4.1% | -2.1% | -0.3% |
| 6M | +13.0% | +1.6% | +11.5% | +11.5% |
| YTD | +13.6% | +16.1% | -2.5% | +4.8% |
| 1Y | +20.1% | +27.3% | -7.3% | +5.5% |
| 3Y | +77.6% | +50.9% | +26.7% | +41.6% |
| 5Y | +82.5% | +81.4% | +1.1% | +32.5% |
| 10Y | +316.5% | +417.0% | -100.4% | +80.7% |
| All | +776.1% | +9,388.0% | -8,611.9% | +27.1% |
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