+100.2%
ROIV vs ACI
-23.0%
+123.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.5% |
| 7D | +9.5% | -5.3% | +14.8% | +8.9% |
| 30D | +21.0% | +5.0% | +16.0% | +21.7% |
| 3M | +18.7% | +7.5% | +11.2% | +19.8% |
| 6M | +44.5% | -16.0% | +60.5% | +46.3% |
| YTD | +92.9% | -20.6% | +113.5% | +96.4% |
| 1Y | +100.2% | -23.5% | +123.8% | +106.6% |
| All | +100.2% | -23.0% | +123.2% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling