+250.4%
ROIV vs ACGL
+161.8%
+88.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | +0.6% | -0.7% | +1.4% | +0.8% |
| 30D | +1.0% | -1.0% | +2.0% | +1.1% |
| 3M | +18.3% | +11.0% | +7.2% | +14.7% |
| 6M | +18.3% | -0.3% | +18.7% | +17.9% |
| YTD | +61.0% | +2.3% | +58.7% | +58.5% |
| 1Y | +177.9% | +6.4% | +171.5% | +169.8% |
| 3Y | +199.1% | +34.0% | +165.1% | +164.2% |
| All | +250.4% | +161.8% | +88.6% | +197.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling