+152.5%
IVZ vs AEE
+65.0%
+87.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +7.6% | +1.7% | +5.9% | +7.2% |
| 30D | +4.3% | +9.7% | -5.4% | +2.2% |
| 3M | -9.3% | +5.9% | -15.3% | -10.5% |
| 6M | +5.2% | +6.7% | -1.5% | +3.3% |
| YTD | +13.4% | +17.4% | -3.9% | +7.5% |
| 1Y | +25.4% | +12.7% | +12.7% | +20.4% |
| 3Y | +152.5% | +68.2% | +84.3% | +93.4% |
| All | +152.5% | +65.0% | +87.5% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling