+362.4%
ROIV vs AME
+62.6%
+299.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +9.5% | +1.1% | +8.4% | +8.9% |
| 30D | +21.0% | -4.1% | +25.1% | +22.7% |
| 3M | +18.7% | -6.3% | +25.1% | +21.7% |
| 6M | +44.5% | +3.5% | +41.0% | +40.8% |
| YTD | +92.9% | +17.3% | +75.6% | +76.6% |
| 1Y | +100.2% | +22.0% | +78.2% | +79.8% |
| All | +362.4% | +62.6% | +299.8% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling