+280.1%
ROIV vs ACM
+46.2%
+233.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +1.7% | +5.6% | -4.0% | 0.0% |
| 30D | +17.6% | +20.8% | -3.2% | +10.9% |
| 3M | +9.0% | +11.4% | -2.5% | +4.8% |
| 6M | +35.3% | +0.9% | +34.3% | +33.3% |
| YTD | +82.2% | -24.8% | +107.0% | +97.6% |
| 1Y | +92.3% | -46.4% | +138.7% | +137.9% |
| 3Y | +336.8% | -9.2% | +346.0% | +329.6% |
| 5Y | +370.6% | +5.0% | +365.6% | +341.7% |
| All | +280.1% | +46.2% | +233.9% | +246.3% |
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