+40.5%
ACEL vs VT
+165.3%
-124.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +6.2% |
| 7D | +21.9% | -4.2% | +26.0% | +26.4% |
| 30D | +25.9% | -5.8% | +31.7% | +32.5% |
| 3M | +10.8% | -5.2% | +16.0% | +16.0% |
| 6M | +10.4% | +0.1% | +10.3% | +9.0% |
| YTD | +20.7% | +8.2% | +12.4% | +10.9% |
| 1Y | +35.8% | +10.1% | +25.7% | +22.7% |
| 3Y | +32.7% | +69.7% | -37.0% | -19.9% |
| 5Y | +4.5% | +53.4% | -48.9% | -30.9% |
| All | +40.5% | +165.3% | -124.8% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling