+331.1%
ACGL vs VCLT
+18.4%
+312.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +13.7% | +3.7% | +10.1% | +12.8% |
| 3M | +8.0% | -1.0% | +9.0% | +8.3% |
| 6M | +13.3% | -3.4% | +16.6% | +14.1% |
| YTD | +11.8% | -2.6% | +14.5% | +12.4% |
| 1Y | +22.2% | -3.3% | +25.5% | +23.1% |
| 3Y | +32.5% | +17.3% | +15.2% | +27.0% |
| 5Y | +160.2% | -17.0% | +177.2% | +172.8% |
| All | +331.1% | +18.4% | +312.7% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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