+89.0%
ROIV vs AME
+16.4%
+72.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.6% | +5.2% |
| 7D | +5.3% | -5.2% | +10.5% | +6.9% |
| 30D | +11.9% | -8.0% | +19.9% | +14.8% |
| 3M | +10.7% | -8.9% | +19.6% | +14.1% |
| 6M | +34.9% | -5.0% | +39.9% | +35.2% |
| YTD | +79.2% | +11.9% | +67.3% | +69.4% |
| 1Y | +89.0% | +16.6% | +72.4% | +75.0% |
| All | +89.0% | +16.4% | +72.6% | +75.0% |
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