+53.6%
ROL vs ACI
+32.8%
+20.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.7% |
| 7D | +3.0% | +2.3% | +0.7% | +2.7% |
| 30D | +19.8% | +1.2% | +18.5% | +19.5% |
| 3M | +7.9% | +6.8% | +1.1% | +6.9% |
| 6M | -25.6% | -18.7% | -6.9% | -24.3% |
| YTD | -34.1% | -20.2% | -13.9% | -32.9% |
| 1Y | -31.4% | -23.7% | -7.7% | -29.8% |
| 3Y | +4.7% | -31.6% | +36.3% | +7.9% |
| 5Y | +15.6% | -42.8% | +58.4% | +19.4% |
| All | +53.6% | +32.8% | +20.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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