+219.9%
AEM vs ROIV
+232.7%
-12.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +24.0% | +1.0% | +23.1% | +23.9% |
| 3M | +16.1% | +18.3% | -2.2% | +14.7% |
| 6M | -11.6% | +18.3% | -29.9% | -12.7% |
| YTD | +21.5% | +61.0% | -39.4% | +17.8% |
| 1Y | +39.2% | +177.9% | -138.7% | +31.3% |
| 3Y | +347.4% | +199.1% | +148.4% | +318.3% |
| 5Y | +290.1% | +250.7% | +39.4% | +234.5% |
| All | +219.9% | +232.7% | -12.7% | +178.4% |
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