+411.6%
ROIV vs AEIS
+109.5%
+302.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.1% | +0.1% | +4.5% |
| 7D | +5.3% | -11.3% | +16.6% | +8.1% |
| 30D | +11.9% | -32.6% | +44.5% | +23.7% |
| 3M | +10.7% | -39.2% | +49.9% | +25.0% |
| 6M | +34.9% | -45.4% | +80.3% | +53.6% |
| YTD | +79.2% | -5.8% | +85.0% | +65.2% |
| 1Y | +89.0% | -10.0% | +99.0% | +76.5% |
| 3Y | +337.3% | +121.2% | +216.2% | +166.3% |
| All | +411.6% | +109.5% | +302.0% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling