+198.5%
ACGL vs VSXY
+90.2%
+108.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.8% | +0.2% |
| 7D | -1.2% | -1.6% | +0.4% | -1.2% |
| 30D | +12.8% | +17.8% | -5.0% | +12.2% |
| 3M | +12.3% | +12.5% | -0.2% | +11.8% |
| 6M | +15.8% | +124.7% | -108.9% | +12.3% |
| YTD | +13.9% | +93.2% | -79.3% | +10.8% |
| 1Y | +19.0% | +195.6% | -176.6% | +13.7% |
| 3Y | +33.7% | +434.6% | -401.0% | +21.1% |
| 5Y | +173.4% | +103.3% | +70.1% | +163.1% |
| All | +198.5% | +90.2% | +108.3% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling