-26.0%
ALB vs ROIV
+270.3%
-296.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -0.1% |
| 7D | +9.1% | +5.3% | +3.7% | +8.1% |
| 30D | -3.4% | +11.9% | -15.3% | -5.2% |
| 3M | -20.6% | +10.7% | -31.3% | -22.2% |
| 6M | -48.2% | +34.9% | -83.1% | -50.9% |
| YTD | -29.2% | +79.2% | -108.4% | -35.9% |
| 1Y | +10.0% | +89.0% | -79.0% | -1.3% |
| 3Y | -12.9% | +337.3% | -350.2% | -30.3% |
| 5Y | -61.3% | +402.3% | -463.6% | -72.5% |
| All | -26.0% | +270.3% | -296.3% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling