+215.4%
AEM vs ROIV
+295.0%
-79.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.8% | -20.2% | -2.7% |
| 7D | +4.3% | +20.2% | -15.8% | +2.9% |
| 30D | +13.1% | +14.1% | -1.0% | +11.9% |
| 3M | +24.8% | +45.6% | -20.8% | +21.4% |
| 6M | -8.2% | +44.1% | -52.4% | -10.7% |
| YTD | +19.8% | +91.2% | -71.3% | +14.6% |
| 1Y | +32.1% | +221.3% | -189.2% | +23.1% |
| 3Y | +348.2% | +229.2% | +119.0% | +314.5% |
| 5Y | +297.5% | +316.5% | -19.0% | +236.2% |
| All | +215.4% | +295.0% | -79.6% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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