+302.4%
ROIV vs AFL
+222.9%
+79.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +9.5% | +1.4% | +8.0% | +9.1% |
| 30D | +21.0% | +9.7% | +11.3% | +18.3% |
| 3M | +18.7% | +5.5% | +13.2% | +17.1% |
| 6M | +44.5% | +11.2% | +33.3% | +40.0% |
| YTD | +92.9% | +17.1% | +75.8% | +83.2% |
| 1Y | +100.2% | +14.0% | +86.2% | +91.7% |
| 3Y | +375.0% | +66.3% | +308.8% | +306.0% |
| 5Y | +435.2% | +152.7% | +282.5% | +325.1% |
| All | +302.4% | +222.9% | +79.5% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling