+94.6%
ROIV vs AME
+21.9%
+72.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +14.3% | -4.1% | +18.4% | +15.6% |
| 30D | +16.2% | -4.1% | +20.4% | +17.3% |
| 3M | +15.1% | -5.6% | +20.7% | +17.1% |
| 6M | +44.2% | +2.8% | +41.4% | +40.0% |
| YTD | +89.8% | +16.6% | +73.2% | +77.0% |
| 1Y | +94.6% | +21.1% | +73.5% | +78.3% |
| All | +94.6% | +21.9% | +72.7% | +78.3% |
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