+1,397.6%
ACGL vs VIG
+623.5%
+774.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.3% |
| 30D | -1.0% | -1.0% | 0.0% | -0.1% |
| 3M | +11.0% | +2.8% | +8.3% | +8.1% |
| 6M | -0.3% | +8.2% | -8.5% | -7.7% |
| YTD | +2.3% | +11.0% | -8.7% | -7.7% |
| 1Y | +6.4% | +16.1% | -9.8% | -8.2% |
| 3Y | +34.0% | +56.2% | -22.2% | -13.0% |
| 5Y | +161.6% | +63.0% | +98.7% | +62.1% |
| 10Y | +278.6% | +241.4% | +37.2% | +26.3% |
| All | +1,397.6% | +623.5% | +774.0% | +152.6% |
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