+291.1%
ROIV vs ALLE
+84.9%
+206.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.7% |
| 7D | +13.3% | -0.6% | +13.9% | +13.6% |
| 30D | +14.8% | +26.6% | -11.9% | +6.0% |
| 3M | +11.9% | +13.2% | -1.3% | +7.2% |
| 6M | +42.4% | +42.9% | -0.5% | +25.2% |
| YTD | +87.4% | +21.0% | +66.4% | +73.2% |
| 1Y | +97.2% | +15.2% | +82.1% | +85.6% |
| 3Y | +375.7% | +95.6% | +280.1% | +259.0% |
| 5Y | +379.0% | +53.4% | +325.6% | +253.8% |
| All | +291.1% | +84.9% | +206.1% | +182.4% |
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