+738.3%
IVZ vs AEIS
+1,770.4%
-1,032.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.6% |
| 7D | -2.4% | -11.3% | +8.8% | +0.1% |
| 30D | -11.2% | -32.6% | +21.4% | -2.5% |
| 3M | -14.0% | -39.2% | +25.2% | -3.8% |
| 6M | +0.5% | -45.4% | +45.8% | +13.5% |
| YTD | +5.4% | -5.8% | +11.2% | +2.0% |
| 1Y | +19.5% | -10.0% | +29.4% | +16.8% |
| 3Y | +128.7% | +121.2% | +7.5% | +73.6% |
| 5Y | +28.8% | +110.6% | -81.9% | -1.5% |
| 10Y | +52.3% | +326.6% | -274.3% | -5.5% |
| All | +738.3% | +1,770.4% | -1,032.1% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling