+197.6%
AEM vs ROIV
+292.3%
-94.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.2% |
| 7D | +13.9% | +14.3% | -0.4% | +12.7% |
| 30D | +0.8% | +16.2% | -15.5% | -0.4% |
| 3M | +5.8% | +15.1% | -9.4% | +4.5% |
| 6M | -1.0% | +44.2% | -45.2% | -3.7% |
| YTD | +13.1% | +89.8% | -76.7% | +8.1% |
| 1Y | +14.4% | +94.6% | -80.1% | +9.2% |
| 3Y | +325.7% | +367.5% | -41.8% | +290.2% |
| 5Y | +273.7% | +421.4% | -147.6% | +229.8% |
| All | +197.6% | +292.3% | -94.7% | +155.5% |
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