+44.7%
ACGL vs VLTO
+54.7%
-10.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +8.0% | +13.8% | -5.9% | +4.6% |
| 30D | +17.3% | +21.2% | -3.9% | +11.9% |
| 3M | +11.2% | +21.5% | -10.3% | +6.0% |
| 6M | +18.2% | +33.0% | -14.8% | +10.3% |
| YTD | +15.4% | +17.8% | -2.4% | +10.5% |
| 1Y | +26.5% | +18.1% | +8.4% | +21.0% |
| 3Y | +36.1% | +67.6% | -31.5% | +29.4% |
| All | +44.7% | +54.7% | -10.1% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling