+172.1%
ACGL vs VEU
+47.6%
+124.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | +2.1% | +0.1% | +1.4% |
| 30D | +12.3% | -0.9% | +13.2% | +12.6% |
| 3M | +11.8% | -5.4% | +17.2% | +13.8% |
| 6M | +17.5% | -1.8% | +19.2% | +17.3% |
| YTD | +14.3% | +10.9% | +3.3% | +7.1% |
| 1Y | +18.2% | +13.6% | +4.6% | +9.4% |
| 3Y | +33.2% | +69.3% | -36.1% | -2.4% |
| All | +172.1% | +47.6% | +124.5% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling