+267.6%
ROIV vs ACGL
+251.6%
+15.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.7% | +3.4% | +5.6% |
| 7D | +3.0% | +8.0% | -5.0% | +1.5% |
| 30D | +6.8% | +17.3% | -10.4% | +3.6% |
| 3M | +10.5% | +11.2% | -0.7% | +8.1% |
| 6M | +34.8% | +18.2% | +16.6% | +29.7% |
| YTD | +76.2% | +15.4% | +60.8% | +69.6% |
| 1Y | +92.4% | +26.5% | +65.9% | +80.7% |
| 3Y | +312.0% | +36.1% | +275.9% | +274.9% |
| 5Y | +388.3% | +175.9% | +212.3% | +266.9% |
| All | +267.6% | +251.6% | +15.9% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling