+2,017.4%
ACGL vs VO
+827.2%
+1,190.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.7% | -0.3% | -0.5% | -0.6% |
| 30D | -1.0% | -0.3% | -0.7% | -0.8% |
| 3M | +11.0% | +2.9% | +8.1% | +8.5% |
| 6M | -0.3% | +9.3% | -9.7% | -6.9% |
| YTD | +2.3% | +14.2% | -11.9% | -7.6% |
| 1Y | +6.4% | +15.3% | -8.9% | -4.7% |
| 3Y | +34.0% | +56.2% | -22.3% | -4.6% |
| 5Y | +161.6% | +42.4% | +119.2% | +96.5% |
| 10Y | +278.6% | +194.7% | +83.8% | +76.8% |
| All | +2,017.4% | +827.2% | +1,190.2% | +361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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