+305.7%
AEM vs ROIV
+433.0%
-127.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +4.4% |
| 7D | +17.8% | +13.3% | +4.5% | +16.6% |
| 30D | +6.2% | +14.8% | -8.5% | +5.0% |
| 3M | +12.5% | +11.9% | +0.6% | +11.3% |
| 6M | +4.4% | +42.4% | -38.0% | +1.2% |
| YTD | +19.2% | +87.4% | -68.2% | +13.3% |
| 1Y | +25.5% | +97.2% | -71.7% | +18.9% |
| 3Y | +346.4% | +375.7% | -29.2% | +302.8% |
| 5Y | +305.7% | +379.0% | -73.4% | +246.3% |
| All | +305.7% | +433.0% | -127.4% | +246.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling