+296.1%
ROIV vs ACM
+46.5%
+249.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +14.3% | +6.6% | +7.7% | +12.1% |
| 30D | +16.2% | +19.8% | -3.5% | +9.9% |
| 3M | +15.1% | -3.1% | +18.3% | +15.7% |
| 6M | +44.2% | -11.5% | +55.7% | +48.5% |
| YTD | +89.8% | -24.7% | +114.5% | +105.8% |
| 1Y | +94.6% | -45.1% | +139.6% | +138.2% |
| 3Y | +367.5% | -8.9% | +376.4% | +359.3% |
| 5Y | +421.4% | +5.4% | +416.0% | +389.0% |
| All | +296.1% | +46.5% | +249.6% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling