+92.4%
ROIV vs AEE
+13.9%
+78.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +5.8% |
| 7D | +3.0% | +4.7% | -1.7% | +2.5% |
| 30D | +6.8% | +13.4% | -6.6% | +5.5% |
| 3M | +10.5% | +4.1% | +6.5% | +9.8% |
| 6M | +34.8% | +2.0% | +32.8% | +34.4% |
| YTD | +76.2% | +15.6% | +60.5% | +73.1% |
| 1Y | +92.4% | +14.1% | +78.3% | +91.5% |
| All | +92.4% | +13.9% | +78.5% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling