+41.3%
ACEL vs VT
+171.6%
-130.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +16.8% | -0.1% | +16.9% | +16.8% |
| 30D | +25.9% | -3.1% | +29.0% | +29.2% |
| 3M | +14.9% | -3.5% | +18.4% | +18.4% |
| 6M | +19.1% | +0.5% | +18.6% | +17.5% |
| YTD | +21.4% | +10.8% | +10.6% | +9.2% |
| 1Y | +33.0% | +11.9% | +21.1% | +18.5% |
| 3Y | +29.0% | +73.0% | -44.0% | -23.5% |
| 5Y | +3.1% | +58.6% | -55.5% | -33.8% |
| All | +41.3% | +171.6% | -130.2% | -39.8% |
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