+284.5%
ROIV vs ALLE
+84.5%
+200.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | +9.2% | +1.6% | +7.6% | +8.7% |
| 30D | +19.9% | +24.1% | -4.2% | +11.6% |
| 3M | +10.6% | +14.8% | -4.2% | +5.4% |
| 6M | +36.1% | +45.9% | -9.8% | +18.8% |
| YTD | +84.3% | +20.7% | +63.5% | +70.5% |
| 1Y | +87.6% | +14.2% | +73.4% | +77.1% |
| 3Y | +353.9% | +90.7% | +263.2% | +245.9% |
| 5Y | +376.1% | +50.6% | +325.5% | +252.2% |
| All | +284.5% | +84.5% | +200.0% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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