+250.4%
ROIV vs AME
+82.5%
+167.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +1.0% | -6.7% | +7.6% | +4.4% |
| 3M | +18.3% | +4.1% | +14.2% | +15.8% |
| 6M | +18.3% | +1.6% | +16.7% | +16.9% |
| YTD | +61.0% | +16.1% | +44.8% | +48.7% |
| 1Y | +177.9% | +27.3% | +150.6% | +144.8% |
| 3Y | +199.1% | +50.9% | +148.2% | +137.3% |
| All | +250.4% | +82.5% | +167.9% | +124.3% |
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 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