+84.5%
AEP vs ROIV
+295.0%
-210.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.8% | -18.0% | +0.5% |
| 7D | +2.0% | +20.2% | -18.2% | +1.7% |
| 30D | +0.5% | +14.1% | -13.6% | +0.3% |
| 3M | -0.3% | +45.6% | -45.9% | -0.8% |
| 6M | -3.5% | +44.1% | -47.6% | -4.0% |
| YTD | +11.3% | +91.2% | -79.9% | +10.2% |
| 1Y | +20.2% | +221.3% | -201.1% | +18.2% |
| 3Y | +79.8% | +229.2% | -149.4% | +76.4% |
| 5Y | +65.6% | +316.5% | -250.9% | +58.2% |
| All | +84.5% | +295.0% | -210.5% | +76.3% |
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 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