+88.8%
AEP vs ROIV
+287.3%
-198.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.4% |
| 7D | -1.5% | +13.3% | -14.9% | -1.7% |
| 30D | +4.5% | +14.8% | -10.3% | +4.3% |
| 3M | +2.8% | +11.9% | -9.1% | +2.7% |
| 6M | -0.7% | +42.4% | -43.1% | -1.2% |
| YTD | +13.8% | +87.4% | -73.6% | +12.8% |
| 1Y | +9.0% | +97.2% | -88.3% | +7.8% |
| 3Y | +83.0% | +375.7% | -292.7% | +79.2% |
| 5Y | +83.3% | +379.0% | -295.8% | +77.3% |
| All | +88.8% | +287.3% | -198.5% | +80.4% |
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 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