+324.9%
ACGL vs VICR
+978.3%
-653.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.5% |
| 7D | +2.2% | +8.3% | -6.1% | +1.7% |
| 30D | +12.3% | -35.2% | +47.5% | +14.5% |
| 3M | +11.8% | -29.8% | +41.6% | +12.8% |
| 6M | +17.5% | -48.6% | +66.0% | +19.5% |
| YTD | +14.3% | +45.1% | -30.8% | +5.2% |
| 1Y | +18.2% | +79.6% | -61.4% | +6.7% |
| 3Y | +33.2% | +335.4% | -302.2% | +4.9% |
| 5Y | +174.3% | -1.0% | +175.3% | +149.2% |
| All | +324.9% | +978.3% | -653.4% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling