+32.5%
ACGL vs VSXY
+450.7%
-418.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.0% |
| 7D | +0.9% | +11.8% | -11.0% | +0.8% |
| 30D | +13.7% | +25.9% | -12.2% | +13.6% |
| 3M | +8.0% | +15.5% | -7.5% | +8.0% |
| 6M | +13.3% | +109.7% | -96.4% | +12.7% |
| YTD | +11.8% | +99.5% | -87.6% | +11.2% |
| 1Y | +22.2% | +197.5% | -175.3% | +21.0% |
| 3Y | +32.5% | +453.3% | -420.8% | +30.5% |
| All | +32.5% | +450.7% | -418.2% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling