+92.1%
ROIV vs ACM
-46.1%
+138.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +4.1% |
| 7D | +13.3% | +6.9% | +6.4% | +12.7% |
| 30D | +14.8% | +19.1% | -4.3% | +13.2% |
| 3M | +11.9% | -6.9% | +18.9% | +13.3% |
| 6M | +42.4% | -12.0% | +54.4% | +45.6% |
| YTD | +87.4% | -25.1% | +112.5% | +97.4% |
| All | +92.1% | -46.1% | +138.2% | +111.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling