+411.6%
ROIV vs ACI
-43.3%
+454.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +6.2% |
| 7D | +5.3% | -2.2% | +7.6% | +5.4% |
| 30D | +11.9% | +10.3% | +1.6% | +11.5% |
| 3M | +10.7% | +7.2% | +3.5% | +10.3% |
| 6M | +34.9% | -18.0% | +52.9% | +36.4% |
| YTD | +79.2% | -22.0% | +101.2% | +81.6% |
| 1Y | +89.0% | -23.4% | +112.4% | +91.9% |
| 3Y | +337.3% | -35.8% | +373.2% | +349.3% |
| All | +411.6% | -43.3% | +454.9% | +428.5% |
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