+150.2%
IVZ vs AEIS
+151.1%
-0.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +2.2% | -6.9% | +9.1% | +3.9% |
| 30D | -2.2% | -23.2% | +21.0% | +5.2% |
| 3M | -8.4% | -29.5% | +21.0% | +0.2% |
| 6M | +6.2% | -37.9% | +44.1% | +18.3% |
| YTD | +12.4% | +6.0% | +6.4% | -2.6% |
| 1Y | +26.0% | +1.2% | +24.8% | +11.0% |
| All | +150.2% | +151.1% | -0.9% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling