+293.7%
ROIV vs AFL
+190.8%
+102.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | +19.0% | -3.3% | +22.3% | +19.9% |
| 30D | +16.1% | -5.0% | +21.1% | +17.5% |
| 3M | +44.1% | -1.8% | +45.9% | +44.2% |
| 6M | +37.8% | +4.8% | +33.0% | +35.2% |
| YTD | +88.7% | +5.4% | +83.2% | +83.9% |
| 1Y | +197.3% | +9.0% | +188.3% | +186.5% |
| 3Y | +224.9% | +63.0% | +161.9% | +178.4% |
| 5Y | +311.0% | +134.5% | +176.5% | +235.6% |
| All | +293.7% | +190.8% | +102.9% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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