+389.2%
ROIV vs AME
+77.7%
+311.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +1.7% | +5.9% | -4.2% | -1.1% |
| 30D | +17.6% | -1.9% | +19.5% | +18.2% |
| 3M | +9.0% | -5.4% | +14.3% | +11.3% |
| 6M | +35.3% | +4.9% | +30.4% | +30.9% |
| YTD | +82.2% | +18.5% | +63.7% | +65.1% |
| 1Y | +92.3% | +25.5% | +66.8% | +69.1% |
| 3Y | +336.8% | +63.0% | +273.8% | +227.8% |
| All | +389.2% | +77.7% | +311.5% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling