+199.4%
AEM vs ROIV
+270.3%
-70.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.8% | +0.9% |
| 7D | +15.8% | +5.3% | +10.5% | +15.4% |
| 30D | +6.2% | +11.9% | -5.7% | +5.3% |
| 3M | +14.3% | +10.7% | +3.6% | +13.3% |
| 6M | +1.4% | +34.9% | -33.5% | -1.0% |
| YTD | +13.7% | +79.2% | -65.4% | +9.2% |
| 1Y | +21.3% | +89.0% | -67.7% | +16.1% |
| 3Y | +309.9% | +337.3% | -27.4% | +277.4% |
| 5Y | +301.0% | +402.3% | -101.4% | +255.2% |
| All | +199.4% | +270.3% | -70.9% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling