+250.4%
ROIV vs ACI
-42.9%
+293.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | +1.0% | +5.9% | -5.0% | +0.5% |
| 3M | +18.3% | -19.8% | +38.1% | +19.9% |
| 6M | +18.3% | -24.7% | +43.1% | +20.5% |
| YTD | +61.0% | -24.4% | +85.4% | +63.7% |
| 1Y | +177.9% | -31.5% | +209.4% | +185.1% |
| 3Y | +199.1% | -38.7% | +237.7% | +209.3% |
| All | +250.4% | -42.9% | +293.3% | +253.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling