AIM 08.1 Tracking performance

Each ETP has a well-defined benchmark index. Tracking performance measures how well the ETP does relative to the benchmark by examining the difference between the returns of the fund and the index. 

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• Required reading

  • Whaley 2023 Tracking performance

    • SPY fact sheet

    • IVV fact sheet

    • VOO fact sheet

    • S&P 500 ETF tracking performance.xlsx​

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• Lecture notes

  • Slides

    • Support file: 

      • S&P 500 ETF tracking performance.xlsx

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