+197.3%
ROIV vs ALC
-13.3%
+210.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.2% |
| 7D | +0.6% | -2.1% | +2.7% | +1.3% |
| 30D | +1.0% | -0.1% | +1.1% | +0.8% |
| 3M | +18.3% | +5.9% | +12.4% | +15.3% |
| 6M | +18.3% | -15.9% | +34.3% | +25.1% |
| YTD | +61.0% | -10.1% | +71.1% | +65.7% |
| 1Y | +177.9% | -10.2% | +188.1% | +185.4% |
| All | +197.3% | -13.3% | +210.6% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling