+276.3%
ACGL vs VICR
+1,508.7%
-1,232.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | -2.2% | -11.9% | +9.8% | -1.6% |
| 3M | +6.3% | -35.1% | +41.5% | +8.2% |
| 6M | +0.5% | +8.1% | -7.6% | -3.1% |
| YTD | +0.2% | +67.8% | -67.6% | -7.5% |
| 1Y | +7.3% | +267.3% | -260.0% | -8.4% |
| 3Y | +30.8% | +191.2% | -160.4% | +9.8% |
| 5Y | +155.8% | +48.1% | +107.7% | +121.3% |
| 10Y | +276.3% | +1,546.1% | -1,269.8% | +140.3% |
| All | +276.3% | +1,508.7% | -1,232.3% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VICR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling