+1,236.0%
ACGL vs VCLT
+103.4%
+1,132.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | +11.0% | -3.2% | +14.3% | +11.4% |
| 6M | -0.3% | -3.8% | +3.5% | 0.0% |
| YTD | +2.3% | -2.0% | +4.3% | +2.4% |
| 1Y | +6.4% | -0.8% | +7.2% | +6.4% |
| 3Y | +34.0% | +12.3% | +21.7% | +32.4% |
| 5Y | +161.6% | -15.4% | +177.0% | +162.9% |
| 10Y | +278.6% | +15.7% | +262.8% | +294.3% |
| All | +1,236.0% | +103.4% | +1,132.6% | +1,556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling