+252.1%
ROIV vs ACGL
+251.3%
+0.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -2.4% | +6.4% | -8.8% | -3.5% |
| 30D | +3.1% | +16.6% | -13.5% | 0.0% |
| 3M | +5.8% | +11.6% | -5.7% | +3.5% |
| 6M | +29.3% | +17.5% | +11.9% | +24.6% |
| YTD | +68.8% | +15.3% | +53.5% | +62.5% |
| 1Y | +81.0% | +26.3% | +54.7% | +70.1% |
| 3Y | +294.6% | +35.9% | +258.7% | +259.1% |
| 5Y | +373.1% | +168.2% | +205.0% | +253.4% |
| All | +252.1% | +251.3% | +0.8% | +167.5% |
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