+923.7%
IVZ vs AEIS
+2,566.8%
-1,643.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | +0.6% | +3.0% | -2.3% | -0.1% |
| 30D | +4.0% | -14.6% | +18.7% | +7.9% |
| 3M | +18.2% | -12.4% | +30.6% | +20.1% |
| 6M | +32.8% | -15.0% | +47.8% | +34.4% |
| YTD | +28.7% | +34.3% | -5.5% | +15.0% |
| 1Y | +55.4% | +87.4% | -32.0% | +26.3% |
| 3Y | +135.2% | +139.8% | -4.6% | +76.7% |
| 5Y | +64.2% | +220.7% | -156.5% | +14.2% |
| 10Y | +64.6% | +531.6% | -467.0% | -6.5% |
| All | +923.7% | +2,566.8% | -1,643.1% | +277.3% |
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