+1,537.7%
ACGL vs VIG
+630.3%
+907.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | +0.9% | -1.8% | +2.6% | +2.5% |
| 30D | +13.7% | +2.7% | +11.0% | +10.9% |
| 3M | +8.0% | 0.0% | +8.1% | +8.0% |
| 6M | +13.3% | +6.8% | +6.5% | +6.3% |
| YTD | +11.8% | +12.1% | -0.2% | -0.1% |
| 1Y | +22.2% | +14.8% | +7.4% | +6.7% |
| 3Y | +32.5% | +62.4% | -29.9% | -17.1% |
| 5Y | +160.2% | +59.6% | +100.6% | +64.3% |
| 10Y | +338.5% | +261.5% | +77.1% | +39.3% |
| All | +1,537.7% | +630.3% | +907.4% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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