+92.4%
ROIV vs AME
+21.1%
+71.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.6% | +10.7% | +7.6% |
| 7D | +3.0% | -4.4% | +7.5% | +4.4% |
| 30D | +6.8% | -5.9% | +12.7% | +8.9% |
| 3M | +10.5% | -6.5% | +17.1% | +13.0% |
| 6M | +34.8% | +3.2% | +31.6% | +30.8% |
| YTD | +76.2% | +16.0% | +60.2% | +65.0% |
| 1Y | +92.4% | +20.4% | +72.0% | +77.2% |
| All | +92.4% | +21.1% | +71.3% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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