+373.1%
ROIV vs ALLE
+51.8%
+321.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +3.1% | +20.6% | -17.5% | -4.1% |
| 3M | +5.8% | +11.4% | -5.6% | +1.4% |
| 6M | +29.3% | +42.5% | -13.2% | +11.6% |
| YTD | +68.8% | +18.9% | +49.9% | +55.3% |
| 1Y | +81.0% | +14.2% | +66.9% | +69.4% |
| 3Y | +294.6% | +90.7% | +203.9% | +183.3% |
| 5Y | +373.1% | +52.5% | +320.6% | +217.0% |
| All | +373.1% | +51.8% | +321.3% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling