+64.7%
IVZ vs AEIS
+523.4%
-458.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.1% |
| 7D | +0.6% | +3.0% | -2.3% | -0.6% |
| 30D | +4.0% | -14.6% | +18.7% | +10.4% |
| 3M | +18.2% | -12.4% | +30.6% | +20.4% |
| 6M | +32.8% | -15.0% | +47.8% | +33.8% |
| YTD | +28.7% | +34.3% | -5.5% | +3.5% |
| 1Y | +55.4% | +87.4% | -32.0% | +4.6% |
| 3Y | +135.2% | +139.8% | -4.6% | +34.3% |
| 5Y | +64.2% | +220.7% | -156.5% | -20.3% |
| All | +64.7% | +523.4% | -458.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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