+50.5%
IVZ vs AEE
+205.5%
-155.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +6.1% |
| 7D | +4.1% | +2.3% | +1.8% | +2.8% |
| 30D | -2.0% | +11.6% | -13.6% | -8.3% |
| 3M | -7.8% | +5.5% | -13.3% | -10.9% |
| 6M | +6.3% | +6.0% | +0.3% | +1.7% |
| YTD | +12.6% | +16.6% | -4.0% | +0.9% |
| 1Y | +27.6% | +12.1% | +15.6% | +17.1% |
| 3Y | +154.0% | +64.2% | +89.8% | +77.9% |
| 5Y | +37.3% | +59.1% | -21.8% | -3.1% |
| 10Y | +50.5% | +210.2% | -159.7% | -0.6% |
| All | +50.5% | +205.5% | -155.0% | -0.6% |
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