+29.6%
ACES vs VT
+159.6%
-130.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | +0.4% | -0.7% | -0.8% |
| 30D | -3.9% | +1.0% | -4.8% | -5.0% |
| 3M | -27.4% | +2.4% | -29.8% | -29.2% |
| 6M | -8.0% | +12.0% | -20.0% | -20.5% |
| YTD | -6.7% | +15.3% | -22.0% | -22.3% |
| 1Y | +5.2% | +22.6% | -17.4% | -18.8% |
| 3Y | -25.5% | +74.7% | -100.2% | -63.6% |
| 5Y | -55.4% | +66.1% | -121.5% | -76.2% |
| All | +29.6% | +159.6% | -130.0% | -57.9% |
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