+49.0%
IVZ vs AEE
+202.7%
-153.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.4% | +2.1% | -4.5% | -3.6% |
| 30D | -11.2% | +11.4% | -22.6% | -16.7% |
| 3M | -14.0% | +5.0% | -18.9% | -16.6% |
| 6M | +0.5% | +4.4% | -4.0% | -3.0% |
| YTD | +5.4% | +15.4% | -10.0% | -4.8% |
| 1Y | +19.5% | +13.8% | +5.7% | +8.5% |
| 3Y | +128.7% | +58.0% | +70.7% | +65.1% |
| 5Y | +28.8% | +52.9% | -24.2% | -6.3% |
| All | +49.0% | +202.7% | -153.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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