+32.5%
ACGL vs VCLT
+16.8%
+15.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.2% |
| 3M | +8.0% | -1.0% | +9.0% | +8.1% |
| 6M | +13.3% | -3.4% | +16.6% | +13.6% |
| YTD | +11.8% | -2.6% | +14.5% | +12.0% |
| 1Y | +22.2% | -3.3% | +25.5% | +22.5% |
| 3Y | +32.5% | +17.3% | +15.2% | +36.5% |
| All | +32.5% | +16.8% | +15.6% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling