+4.9%
AA vs ROIV
+87.6%
-82.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +0.5% | +1.7% | -1.2% | +0.2% |
| 30D | -0.6% | +17.6% | -18.2% | -3.4% |
| 3M | -19.7% | +9.0% | -28.6% | -21.0% |
| 6M | -41.6% | +35.3% | -76.9% | -45.0% |
| YTD | -24.6% | +82.2% | -106.8% | -34.6% |
| 1Y | +4.9% | +92.3% | -87.4% | -12.0% |
| All | +4.9% | +87.6% | -82.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling