+86.2%
AEP vs ROIV
+270.3%
-184.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.3% |
| 7D | -2.8% | +5.3% | -8.2% | -2.9% |
| 30D | +3.6% | +11.9% | -8.2% | +3.5% |
| 3M | +1.8% | +10.7% | -8.9% | +1.6% |
| 6M | -3.1% | +34.9% | -38.0% | -3.5% |
| YTD | +12.2% | +79.2% | -66.9% | +11.3% |
| 1Y | +9.1% | +89.0% | -79.9% | +8.1% |
| 3Y | +77.9% | +337.3% | -259.4% | +74.3% |
| 5Y | +78.1% | +402.3% | -324.2% | +73.0% |
| All | +86.2% | +270.3% | -184.1% | +78.0% |
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