+137.9%
AACG vs VT
+217.6%
-79.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +50.8% | -0.5% | +51.3% | +51.2% |
| 7D | +43.5% | -0.1% | +43.7% | +43.1% |
| 30D | +29.0% | -3.1% | +32.0% | +30.9% |
| 3M | +2.3% | -3.5% | +5.8% | +4.1% |
| 6M | -23.9% | +0.5% | -24.4% | -25.2% |
| YTD | +12.7% | +10.8% | +1.9% | +2.7% |
| 1Y | -32.6% | +11.9% | -44.5% | -39.1% |
| 3Y | +4.7% | +73.0% | -68.3% | -33.1% |
| 5Y | -59.5% | +58.6% | -118.2% | -72.1% |
| 10Y | +137.9% | +219.2% | -81.2% | -7.1% |
| All | +137.9% | +217.6% | -79.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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