+316.5%
ROIV vs AFL
+134.0%
+182.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.7% | +20.5% | +19.2% |
| 7D | +20.2% | -0.7% | +20.9% | +20.3% |
| 30D | +14.1% | -7.1% | +21.3% | +16.4% |
| 3M | +45.6% | +0.4% | +45.2% | +44.7% |
| 6M | +44.1% | +4.5% | +39.6% | +41.1% |
| YTD | +91.2% | +6.1% | +85.1% | +85.3% |
| 1Y | +221.3% | +10.6% | +210.7% | +206.6% |
| 3Y | +229.2% | +64.0% | +165.2% | +173.1% |
| 5Y | +316.5% | +133.7% | +182.7% | +238.4% |
| All | +316.5% | +134.0% | +182.5% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling