+1,316.0%
ACGL vs VEU
+192.1%
+1,123.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.1% |
| 7D | -0.7% | +1.1% | -1.9% | -1.4% |
| 30D | -1.0% | +2.2% | -3.2% | -2.4% |
| 3M | +11.0% | +3.0% | +8.1% | +8.3% |
| 6M | -0.3% | +10.9% | -11.2% | -7.6% |
| YTD | +2.3% | +18.2% | -15.9% | -9.3% |
| 1Y | +6.4% | +28.3% | -21.9% | -10.6% |
| 3Y | +34.0% | +74.6% | -40.7% | -8.4% |
| 5Y | +161.6% | +56.4% | +105.3% | +90.7% |
| 10Y | +278.6% | +153.0% | +125.6% | +109.8% |
| All | +1,316.0% | +192.1% | +1,123.9% | +536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling