+302.4%
ROIV vs AME
+112.8%
+189.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +9.5% | +1.1% | +8.4% | +9.0% |
| 30D | +21.0% | -4.1% | +25.1% | +22.8% |
| 3M | +18.7% | -6.3% | +25.1% | +21.6% |
| 6M | +44.5% | +3.5% | +41.0% | +41.3% |
| YTD | +92.9% | +17.3% | +75.6% | +78.0% |
| 1Y | +100.2% | +22.0% | +78.2% | +81.5% |
| 3Y | +375.0% | +62.0% | +313.0% | +276.0% |
| 5Y | +435.2% | +78.5% | +356.7% | +277.0% |
| All | +302.4% | +112.8% | +189.6% | +178.6% |
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