+168.5%
ACGL vs VICR
-8.1%
+176.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -2.9% |
| 7D | +0.9% | -23.1% | +24.0% | +0.7% |
| 30D | +13.7% | -48.1% | +61.8% | +13.4% |
| 3M | +8.0% | -32.8% | +40.9% | +7.9% |
| 6M | +13.3% | -47.6% | +60.9% | +12.9% |
| YTD | +11.8% | +34.0% | -22.2% | +9.6% |
| 1Y | +22.2% | +65.0% | -42.8% | +19.3% |
| 3Y | +32.5% | +277.1% | -244.6% | +25.6% |
| All | +168.5% | -8.1% | +176.6% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling