+411.6%
ROIV vs ACGL
+159.2%
+252.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.1% | +6.9% |
| 7D | +5.3% | +0.9% | +4.5% | +5.0% |
| 30D | +11.9% | +13.7% | -1.8% | +8.1% |
| 3M | +10.7% | +8.0% | +2.7% | +8.2% |
| 6M | +34.9% | +13.3% | +21.6% | +29.5% |
| YTD | +79.2% | +11.8% | +67.3% | +71.5% |
| 1Y | +89.0% | +22.2% | +66.8% | +75.2% |
| 3Y | +337.3% | +32.5% | +304.9% | +282.9% |
| All | +411.6% | +159.2% | +252.3% | +216.3% |
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