+91.5%
AEP vs ROIV
+276.5%
-185.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | +3.2% | +17.6% | -14.4% | +3.0% |
| 3M | +3.8% | +9.0% | -5.1% | +3.7% |
| 6M | +2.5% | +35.3% | -32.8% | +2.1% |
| YTD | +15.5% | +82.2% | -66.7% | +14.4% |
| 1Y | +9.6% | +92.3% | -82.7% | +8.5% |
| 3Y | +91.2% | +336.8% | -245.6% | +87.3% |
| 5Y | +88.2% | +370.6% | -282.4% | +82.2% |
| All | +91.5% | +276.5% | -185.0% | +83.1% |
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