-15.6%
AA vs ROIV
+421.8%
-437.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +2.4% |
| 7D | +1.1% | +9.5% | -8.3% | -0.4% |
| 30D | -1.3% | +21.0% | -22.2% | -4.4% |
| 3M | -23.9% | +18.7% | -42.6% | -26.4% |
| 6M | -36.8% | +44.5% | -81.3% | -41.1% |
| YTD | -22.2% | +92.9% | -115.0% | -31.3% |
| 1Y | +10.4% | +100.2% | -89.9% | -3.2% |
| 3Y | +72.0% | +375.0% | -303.0% | +31.4% |
| 5Y | -15.6% | +435.2% | -450.8% | -45.0% |
| All | -15.6% | +421.8% | -437.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling