+358.2%
IVZ vs AEE
+813.9%
-455.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +4.0% | -2.3% | +6.3% | +5.6% |
| 3M | +18.2% | +0.2% | +18.0% | +17.0% |
| 6M | +32.8% | -4.7% | +37.6% | +35.6% |
| YTD | +28.7% | +8.1% | +20.6% | +20.0% |
| 1Y | +55.4% | +8.5% | +46.8% | +43.8% |
| 3Y | +135.2% | +48.9% | +86.3% | +70.1% |
| 5Y | +64.2% | +39.9% | +24.3% | +22.4% |
| 10Y | +64.6% | +186.5% | -121.9% | -28.8% |
| All | +358.2% | +813.9% | -455.7% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling