+1.8%
AA vs ROIV
+91.0%
-89.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.6% |
| 7D | +5.3% | +9.2% | -3.9% | +3.6% |
| 30D | -2.3% | +19.9% | -22.2% | -5.4% |
| 3M | -20.8% | +10.6% | -31.4% | -22.5% |
| 6M | -39.8% | +36.1% | -75.9% | -43.6% |
| YTD | -23.3% | +84.3% | -107.6% | -34.5% |
| 1Y | +1.8% | +87.6% | -85.7% | -14.7% |
| All | +1.8% | +91.0% | -89.1% | -14.7% |
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