+375.7%
ROIV vs AEE
+59.5%
+316.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.4% |
| 7D | +13.3% | +2.3% | +11.0% | +12.8% |
| 30D | +14.8% | +11.6% | +3.2% | +12.2% |
| 3M | +11.9% | +5.5% | +6.4% | +10.7% |
| 6M | +42.4% | +6.0% | +36.4% | +40.3% |
| YTD | +87.4% | +16.6% | +70.8% | +80.2% |
| 1Y | +97.2% | +12.1% | +85.2% | +91.7% |
| 3Y | +375.7% | +64.2% | +311.5% | +315.9% |
| All | +375.7% | +59.5% | +316.1% | +315.9% |
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