+291.1%
ROIV vs ACGL
+243.5%
+47.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +13.3% | -1.1% | +14.4% | +13.5% |
| 30D | +14.8% | +13.1% | +1.6% | +12.0% |
| 3M | +11.9% | +9.8% | +2.1% | +9.7% |
| 6M | +42.4% | +15.3% | +27.1% | +37.6% |
| YTD | +87.4% | +12.7% | +74.7% | +81.1% |
| 1Y | +97.2% | +20.7% | +76.5% | +87.1% |
| 3Y | +375.7% | +34.3% | +341.4% | +333.2% |
| 5Y | +379.0% | +170.6% | +208.4% | +261.6% |
| All | +291.1% | +243.5% | +47.5% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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