+280.1%
ROIV vs AFL
+224.2%
+55.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.4% |
| 7D | +1.7% | +2.9% | -1.2% | +1.0% |
| 30D | +17.6% | +8.0% | +9.6% | +15.4% |
| 3M | +9.0% | +5.9% | +3.1% | +7.3% |
| 6M | +35.3% | +11.6% | +23.6% | +30.9% |
| YTD | +82.2% | +17.5% | +64.6% | +72.9% |
| 1Y | +92.3% | +13.3% | +79.0% | +84.6% |
| 3Y | +336.8% | +67.0% | +269.8% | +272.9% |
| 5Y | +370.6% | +150.6% | +220.0% | +273.8% |
| All | +280.1% | +224.2% | +55.9% | +199.2% |
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