+336.8%
ROIV vs AEE
+65.0%
+271.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | +17.6% | +9.7% | +7.8% | +15.3% |
| 3M | +9.0% | +5.9% | +3.0% | +7.6% |
| 6M | +35.3% | +6.7% | +28.6% | +33.0% |
| YTD | +82.2% | +17.4% | +64.8% | +74.7% |
| 1Y | +92.3% | +12.7% | +79.6% | +86.4% |
| 3Y | +336.8% | +68.2% | +268.6% | +269.7% |
| All | +336.8% | +65.0% | +271.8% | +269.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling