+37.0%
IVZ vs AEE
+56.4%
-19.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +7.6% | +1.7% | +5.9% | +6.9% |
| 30D | +4.3% | +9.7% | -5.4% | +0.3% |
| 3M | -9.3% | +5.9% | -15.3% | -11.6% |
| 6M | +5.2% | +6.7% | -1.5% | +1.6% |
| YTD | +13.4% | +17.4% | -3.9% | +3.9% |
| 1Y | +25.4% | +12.7% | +12.7% | +17.2% |
| 3Y | +152.5% | +68.2% | +84.3% | +85.2% |
| All | +37.0% | +56.4% | -19.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling