+36.5%
ACGL vs VLTO
+68.7%
-32.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +6.4% | +12.0% | -5.6% | +3.0% |
| 30D | +16.6% | +20.8% | -4.2% | +10.6% |
| 3M | +11.6% | +20.1% | -8.5% | +6.0% |
| 6M | +17.5% | +32.6% | -15.2% | +8.7% |
| YTD | +15.3% | +17.3% | -2.0% | +10.0% |
| 1Y | +26.3% | +17.3% | +9.0% | +20.4% |
| All | +36.5% | +68.7% | -32.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling