+273.8%
ROIV vs AME
+103.0%
+170.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.6% | +5.1% |
| 7D | +5.3% | -5.2% | +10.5% | +7.5% |
| 30D | +11.9% | -8.0% | +19.9% | +15.6% |
| 3M | +10.7% | -8.9% | +19.6% | +14.7% |
| 6M | +34.9% | -5.0% | +39.9% | +36.9% |
| YTD | +79.2% | +11.9% | +67.3% | +68.7% |
| 1Y | +89.0% | +16.6% | +72.4% | +74.6% |
| 3Y | +337.3% | +62.5% | +274.9% | +246.1% |
| 5Y | +402.3% | +67.6% | +334.7% | +261.1% |
| All | +273.8% | +103.0% | +170.9% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling